Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198575.2597 | 85748.6642 | 112826.5955 | 371578.0099 | 152586.4946 | 218991.5154 |
Total P&L (%) | 198.5753 | 85.7487 | 112.8266 | 371.578 | 152.5865 | 218.9915 |
Avg Daily Profit (%) | 0.2999 | 0.1295 | 0.1704 | 0.2345 | 0.14 | 0.1754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49336 | -46732 | -46968 | -177643 | -138927 | -160893 |
Profit Factor | 1.7039 | 1.6598 | 1.7416 | 1.5981 | 1.5465 | 1.6403 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Profitability (%) | 44.3548 | 48.3871 | 40.3226 | 44.3548 | 48.3871 | 40.3226 |
Ratio Avg Win / Avg Loss | 2.1376 | 1.7704 | 2.5776 | 2.0049 | 1.6496 | 2.4276 |
Largest Winning Trade | 28388 | 27563 | 28388 | 82269 | 78763 | 82269 |
Largest Losing Trade | -13695 | -12703 | -13695 | -52076 | -33657 | -52076 |
Avg Bars in Trades | 125 | 131 | 119 | 125 | 131 | 119 |
Avg Bars in Winners | 177 | 166 | 191 | 177 | 166 | 191 |
Avg Bars in Losers | 83 | 98 | 71 | 83 | 98 | 71 |
Bars Traded | 15575 | 8165 | 7410 | 15575 | 8165 | 7410 |
Profit Streak | 402.3338 | 419.8338 | 402.3338 | 402.3338 | 419.8338 | 402.3338 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384482 | -170943 | -147086 | 356722 | -157340 | -147239 |
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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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