Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58734.1377 | 48772.2835 | 9961.8542 | 70278.4772 | 58914.7844 | 11363.6928 |
Total P&L (%) | 58.7341 | 48.7723 | 9.9619 | 70.2785 | 58.9148 | 11.3637 |
Avg Daily Profit (%) | 0.6766 | 0.5618 | 0.1148 | 0.615 | 0.535 | 0.1241 |
Buy And Hold Return (%) | 31.0038 | 31.0038 | 31.0038 | 31.0038 | 31.0038 | 31.0038 |
Max Trade Drawdown | -17507 | -16967 | -5607 | -32264 | -29755 | -9533 |
Profit Factor | 1.7447 | 1.803 | 1.5494 | 1.5856 | 1.6294 | 1.4305 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 75.7282 | 76.4706 | 75 | 75.7282 | 76.4706 | 75 |
Ratio Avg Win / Avg Loss | 0.5592 | 0.5548 | 0.5165 | 0.5082 | 0.5013 | 0.4768 |
Largest Winning Trade | 8930 | 8930 | 2925 | 11195 | 11195 | 3400 |
Largest Losing Trade | -16149 | -16149 | -3849 | -29165 | -29165 | -5092 |
Avg Bars in Trades | 232 | 440 | 28 | 232 | 440 | 28 |
Avg Bars in Winners | 141 | 265 | 18 | 141 | 265 | 18 |
Avg Bars in Losers | 514 | 1008 | 57 | 514 | 1008 | 57 |
Bars Traded | 23925 | 22440 | 1485 | 23925 | 22440 | 1485 |
Profit Streak | 11.2339 | 11.2339 | 14.9144 | 11.2339 | 11.2339 | 14.9144 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299848 | -175375 | -381941 | 357055 | -173758 | -370536 |
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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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