Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205786.4743 | 96963.8236 | 108822.6506 | 369961.1497 | 161577.3742 | 208383.7756 |
Total P&L (%) | 205.7865 | 96.9638 | 108.8227 | 369.9612 | 161.5774 | 208.3838 |
Avg Daily Profit (%) | 0.3951 | 0.1862 | 0.2089 | 0.2976 | 0.1848 | 0.2165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47642 | -59803 | -26633 | -168364 | -214036 | -135640 |
Profit Factor | 1.647 | 1.5229 | 1.8204 | 1.3247 | 1.2481 | 1.4269 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 60.1852 | 57.4074 | 62.963 | 60.1852 | 57.4074 | 62.963 |
Ratio Avg Win / Avg Loss | 1.0896 | 1.1299 | 1.0708 | 0.8764 | 0.926 | 0.8394 |
Largest Winning Trade | 32028 | 32028 | 22487 | 85420 | 84964 | 85420 |
Largest Losing Trade | -19807 | -17696 | -19807 | -83052 | -83052 | -65841 |
Avg Bars in Trades | 226 | 234 | 217 | 226 | 234 | 217 |
Avg Bars in Winners | 198 | 201 | 196 | 198 | 201 | 196 |
Avg Bars in Losers | 267 | 279 | 253 | 267 | 279 | 253 |
Bars Traded | 24421 | 12681 | 11740 | 24421 | 12681 | 11740 |
Profit Streak | 25.183 | 25.9538 | 25.183 | 25.183 | 25.9538 | 25.183 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498211 | -169695 | -167880 | 344373 | -173053 | -170965 |
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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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