Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58415.2939 | 34720.5327 | 23694.7612 | 45039.6759 | 32619.4063 | 12420.2696 |
Total P&L (%) | 58.4153 | 34.7205 | 23.6948 | 45.0397 | 32.6194 | 12.4203 |
Avg Daily Profit (%) | 0.4205 | 0.25 | 0.1706 | 0.268 | 0.2034 | 0.0843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48733 | -26522 | -42539 | -54263 | -31634 | -47495 |
Profit Factor | 1.3622 | 1.5792 | 1.2338 | 1.245 | 1.4761 | 1.1077 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 74.5283 | 69.8113 | 79.2453 | 74.5283 | 69.8113 | 79.2453 |
Ratio Avg Win / Avg Loss | 0.4656 | 0.6829 | 0.3231 | 0.4255 | 0.6383 | 0.2901 |
Largest Winning Trade | 14085 | 9442 | 14085 | 10690 | 9316 | 10690 |
Largest Losing Trade | -30624 | -12624 | -30624 | -33873 | -14946 | -33873 |
Avg Bars in Trades | 122 | 119 | 125 | 122 | 119 | 125 |
Avg Bars in Winners | 86 | 85 | 86 | 86 | 85 | 86 |
Avg Bars in Losers | 229 | 200 | 271 | 229 | 200 | 271 |
Bars Traded | 12986 | 6359 | 6627 | 12986 | 6359 | 6627 |
Profit Streak | 128.9967 | 128.9967 | 138.4134 | 128.9967 | 128.9967 | 138.4134 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391445 | -172829 | -175641 | 282680 | -174043 | -451171 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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