Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54505.3102 | 24324.6723 | 30180.6379 | 59887.1388 | 26671.4521 | 33215.6867 |
Total P&L (%) | 54.5053 | 24.3247 | 30.1806 | 59.8871 | 26.6715 | 33.2157 |
Avg Daily Profit (%) | 0.6279 | 0.2802 | 0.3477 | 0.5421 | 0.2727 | 0.3309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21051 | -10896 | -16275 | -21583 | -11383 | -15753 |
Profit Factor | 1.4339 | 1.4684 | 1.4096 | 1.4353 | 1.4601 | 1.4173 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 52.6786 | 55.3571 | 50 | 52.6786 | 55.3571 | 50 |
Ratio Avg Win / Avg Loss | 1.2881 | 1.1842 | 1.4096 | 1.2894 | 1.1775 | 1.4173 |
Largest Winning Trade | 10947 | 7866 | 10947 | 13077 | 7710 | 13077 |
Largest Losing Trade | -11524 | -5772 | -11524 | -10957 | -6101 | -10957 |
Avg Bars in Trades | 219 | 212 | 227 | 219 | 212 | 227 |
Avg Bars in Winners | 247 | 229 | 268 | 247 | 229 | 268 |
Avg Bars in Losers | 188 | 191 | 186 | 188 | 191 | 186 |
Bars Traded | 24611 | 11877 | 12734 | 24611 | 11877 | 12734 |
Profit Streak | 6.5267 | 6.5267 | 6.9017 | 6.5267 | 6.5267 | 6.9017 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416759 | -174262 | -173836 | 403577 | -173778 | -173663 |
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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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