Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101713.6131 | 65032.4752 | 36681.1379 | 122118.0672 | 79535.7249 | 42582.3423 |
Total P&L (%) | 101.7136 | 65.0325 | 36.6811 | 122.1181 | 79.5357 | 42.5823 |
Avg Daily Profit (%) | 0.3906 | 0.2497 | 0.1409 | 0.3069 | 0.225 | 0.1363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34926 | -45321 | -25141 | -54975 | -72947 | -44156 |
Profit Factor | 1.4849 | 1.6009 | 1.3612 | 1.3423 | 1.4353 | 1.2446 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 70.5882 | 72.549 | 68.6275 | 70.5882 | 72.549 | 68.6275 |
Ratio Avg Win / Avg Loss | 0.6187 | 0.6058 | 0.6223 | 0.5593 | 0.5431 | 0.569 |
Largest Winning Trade | 15070 | 15070 | 11205 | 19535 | 19535 | 13061 |
Largest Losing Trade | -20067 | -20067 | -19583 | -32366 | -32366 | -25891 |
Avg Bars in Trades | 238 | 241 | 235 | 238 | 241 | 235 |
Avg Bars in Winners | 125 | 119 | 132 | 125 | 119 | 132 |
Avg Bars in Losers | 509 | 563 | 461 | 509 | 563 | 461 |
Bars Traded | 24321 | 12295 | 12026 | 24321 | 12295 | 12026 |
Profit Streak | 11.3951 | 17.2493 | 11.3951 | 11.3951 | 17.2493 | 11.3951 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421566 | -169493 | -187129 | 364450 | -170381 | -193369 |
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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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