Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22309.2899 | 8241.4061 | 14067.8838 | 23559.3288 | 8770.2751 | 14789.0537 |
Total P&L (%) | 22.3093 | 8.2414 | 14.0679 | 23.5593 | 8.7703 | 14.7891 |
Avg Daily Profit (%) | 1.2851 | 0.4747 | 0.8104 | 1.2261 | 0.4854 | 0.7977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11850 | -8869 | -7893 | -13981 | -10077 | -9414 |
Profit Factor | 1.4228 | 1.2636 | 1.6541 | 1.3922 | 1.2491 | 1.5948 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 169 | 86 | 83 | 169 | 86 | 83 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 77.8802 | 78.8991 | 76.8519 | 77.8802 | 78.8991 | 76.8519 |
Ratio Avg Win / Avg Loss | 0.4041 | 0.3379 | 0.4982 | 0.3954 | 0.3341 | 0.4804 |
Largest Winning Trade | 2136 | 2136 | 1727 | 2385 | 2385 | 2013 |
Largest Losing Trade | -7209 | -5056 | -7209 | -8660 | -5533 | -8660 |
Avg Bars in Trades | 114 | 116 | 111 | 114 | 116 | 111 |
Avg Bars in Winners | 63 | 59 | 67 | 63 | 59 | 67 |
Avg Bars in Losers | 292 | 329 | 259 | 292 | 329 | 259 |
Bars Traded | 24794 | 12725 | 12069 | 24794 | 12725 | 12069 |
Profit Streak | 3.0581 | 3.0581 | 3.1935 | 3.0581 | 3.0581 | 3.1935 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347885 | -155964 | -24583 | 369306 | -155961 | -2312 |
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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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