Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106836.2375 | 40410.4106 | 66425.8269 | 151043.7056 | 60689.1349 | 90354.5707 |
Total P&L (%) | 106.8362 | 40.4104 | 66.4258 | 151.0437 | 60.6891 | 90.3546 |
Avg Daily Profit (%) | 0.4102 | 0.1552 | 0.2551 | 0.3541 | 0.1823 | 0.2475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26414 | -20504 | -18506 | -58289 | -31467 | -42542 |
Profit Factor | 1.844 | 1.6461 | 2.0372 | 1.6199 | 1.5258 | 1.7045 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 74.7126 | 69.7674 | 79.5455 | 74.7126 | 69.7674 | 79.5455 |
Ratio Avg Win / Avg Loss | 0.6241 | 0.7133 | 0.5238 | 0.5483 | 0.6612 | 0.4383 |
Largest Winning Trade | 16288 | 13594 | 16288 | 25325 | 18607 | 25325 |
Largest Losing Trade | -20504 | -20504 | -16252 | -31467 | -31467 | -29681 |
Avg Bars in Trades | 281 | 315 | 248 | 281 | 315 | 248 |
Avg Bars in Winners | 188 | 211 | 168 | 188 | 211 | 168 |
Avg Bars in Losers | 557 | 555 | 560 | 557 | 555 | 560 |
Bars Traded | 24499 | 13570 | 10928 | 24499 | 13570 | 10928 |
Profit Streak | 6.769 | 6.769 | 20.9461 | 6.769 | 6.769 | 20.9461 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505100 | 262666 | 464715 | 472247 | 307823 | 447848 |
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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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