Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 25722.7551 | 9584.5962 | 16138.1589 | 27875.2977 | 9708.0427 | 18167.2549 |
Total P&L (%) | 25.7228 | 9.5846 | 16.1382 | 27.8753 | 9.708 | 18.1673 |
Avg Daily Profit (%) | 1.4817 | 0.5521 | 0.9296 | 1.4265 | 0.5351 | 0.9662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8624 | -9323 | -4067 | -9789 | -10575 | -4492 |
Profit Factor | 1.6308 | 1.384 | 2.0202 | 1.6143 | 1.3467 | 2.0457 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Losing Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Profitability (%) | 69.697 | 74.2424 | 65.1515 | 69.697 | 74.2424 | 65.1515 |
Ratio Avg Win / Avg Loss | 0.7091 | 0.4802 | 1.0806 | 0.7019 | 0.4672 | 1.0942 |
Largest Winning Trade | 4653 | 4653 | 2405 | 4907 | 4907 | 2907 |
Largest Losing Trade | -8624 | -8624 | -3242 | -9789 | -9789 | -3579 |
Avg Bars in Trades | 187 | 189 | 185 | 187 | 189 | 185 |
Avg Bars in Winners | 110 | 99 | 122 | 110 | 99 | 122 |
Avg Bars in Losers | 365 | 450 | 302 | 365 | 450 | 302 |
Bars Traded | 24746 | 12534 | 12212 | 24746 | 12534 | 12212 |
Profit Streak | 2.9206 | 2.9206 | 3.1727 | 2.9206 | 2.9206 | 3.1727 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389467 | -280366 | -117811 | 393483 | -280739 | -116377 |
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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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