Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22626.844 | 8087.3999 | 14539.4441 | 23040.4827 | 8157.1282 | 14883.3544 |
Total P&L (%) | 22.6268 | 8.0874 | 14.5394 | 23.0405 | 8.1571 | 14.8834 |
Avg Daily Profit (%) | 1.3034 | 0.4659 | 0.8375 | 1.2015 | 0.4527 | 0.8024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14061 | -9690 | -11743 | -17741 | -12499 | -14427 |
Profit Factor | 1.287 | 1.1879 | 1.4063 | 1.2446 | 1.1602 | 1.344 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 71.3004 | 71.1712 | 71.4286 | 71.3004 | 71.1712 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.518 | 0.4812 | 0.5625 | 0.501 | 0.47 | 0.5376 |
Largest Winning Trade | 2591 | 2241 | 2591 | 2991 | 2654 | 2991 |
Largest Losing Trade | -10518 | -4723 | -10518 | -13077 | -5729 | -13077 |
Avg Bars in Trades | 111 | 111 | 110 | 111 | 111 | 110 |
Avg Bars in Winners | 79 | 76 | 81 | 79 | 76 | 81 |
Avg Bars in Losers | 191 | 198 | 183 | 191 | 198 | 183 |
Bars Traded | 24801 | 12397 | 12404 | 24801 | 12397 | 12404 |
Profit Streak | 3.2985 | 3.5562 | 3.2985 | 3.2985 | 3.5562 | 3.2985 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305906 | -169976 | -11767 | 303322 | -200818 | -1479 |
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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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