Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105937.4154 | 44961.7437 | 60975.6716 | 125394.1977 | 66403.3582 | 58990.8395 |
Total P&L (%) | 105.9374 | 44.9617 | 60.9757 | 125.3942 | 66.4034 | 58.9908 |
Avg Daily Profit (%) | 0.4068 | 0.1727 | 0.2341 | 0.3126 | 0.1957 | 0.1782 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49627 | -28201 | -49509 | -89372 | -34477 | -85727 |
Profit Factor | 1.5384 | 1.5021 | 1.5687 | 1.3806 | 1.4826 | 1.3074 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 58.6538 | 53.8462 | 63.4615 | 58.6538 | 53.8462 | 63.4615 |
Ratio Avg Win / Avg Loss | 1.0845 | 1.2876 | 0.9032 | 0.9732 | 1.2708 | 0.7527 |
Largest Winning Trade | 15501 | 11340 | 15501 | 18978 | 15299 | 18978 |
Largest Losing Trade | -23213 | -23213 | -22579 | -43250 | -28672 | -43250 |
Avg Bars in Trades | 225 | 232 | 218 | 225 | 232 | 218 |
Avg Bars in Winners | 151 | 147 | 154 | 151 | 147 | 154 |
Avg Bars in Losers | 331 | 331 | 330 | 331 | 331 | 330 |
Bars Traded | 23471 | 12093 | 11378 | 23471 | 12093 | 11378 |
Profit Streak | 14.0762 | 23.2532 | 14.0762 | 14.0762 | 23.2532 | 14.0762 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452123 | -172519 | -170839 | 328396 | -170900 | -173047 |
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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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