Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107990.5556 | 68925.7275 | 39064.8281 | 135298.4157 | 97136.6019 | 38161.8138 |
Total P&L (%) | 107.9906 | 68.9257 | 39.0648 | 135.2984 | 97.1366 | 38.1618 |
Avg Daily Profit (%) | 0.4147 | 0.2647 | 0.15 | 0.3291 | 0.261 | 0.1242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29100 | -27508 | -29821 | -48423 | -39807 | -50420 |
Profit Factor | 1.5395 | 1.7692 | 1.3534 | 1.4702 | 1.7715 | 1.2358 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 69.697 | 68 | 71.4286 | 69.697 | 68 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.6694 | 0.8326 | 0.5413 | 0.6392 | 0.8337 | 0.4943 |
Largest Winning Trade | 12318 | 12318 | 11117 | 20136 | 20136 | 14649 |
Largest Losing Trade | -28798 | -12640 | -28798 | -34951 | -17757 | -34951 |
Avg Bars in Trades | 247 | 248 | 246 | 247 | 248 | 246 |
Avg Bars in Winners | 170 | 180 | 160 | 170 | 180 | 160 |
Avg Bars in Losers | 425 | 392 | 462 | 425 | 392 | 462 |
Bars Traded | 24504 | 12422 | 12082 | 24504 | 12422 | 12082 |
Profit Streak | 22.1654 | 22.1654 | 28.0925 | 22.1654 | 22.1654 | 28.0925 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458715 | -168885 | 240659 | 417150 | -168840 | -28505 |
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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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