Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 20562.2318 | 6824.6962 | 13737.5356 | 21402.8496 | 6979.5773 | 14423.2723 |
Total P&L (%) | 20.5622 | 6.8247 | 13.7375 | 21.4029 | 6.9796 | 14.4233 |
Avg Daily Profit (%) | 1.1845 | 0.3931 | 0.7913 | 1.1235 | 0.3894 | 0.7791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11329 | -8885 | -6219 | -13352 | -10242 | -7357 |
Profit Factor | 1.4602 | 1.2536 | 1.7734 | 1.4258 | 1.2323 | 1.7137 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 76.9697 | 78.0488 | 75.9036 | 76.9697 | 78.0488 | 75.9036 |
Ratio Avg Win / Avg Loss | 0.4369 | 0.3526 | 0.563 | 0.4266 | 0.3466 | 0.544 |
Largest Winning Trade | 3035 | 3035 | 1749 | 3500 | 3500 | 2017 |
Largest Losing Trade | -8531 | -8531 | -5774 | -9837 | -9837 | -6861 |
Avg Bars in Trades | 149 | 152 | 146 | 149 | 152 | 146 |
Avg Bars in Winners | 81 | 76 | 86 | 81 | 76 | 86 |
Avg Bars in Losers | 377 | 421 | 337 | 377 | 421 | 337 |
Bars Traded | 24691 | 12500 | 12191 | 24691 | 12500 | 12191 |
Profit Streak | 3.0759 | 3.5148 | 3.0759 | 3.0759 | 3.5148 | 3.0759 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297656 | -160547 | -35028 | 308357 | -160710 | -13913 |
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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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