Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142936.2135 | 64170.6579 | 78765.5555 | 170557.5899 | 92778.8854 | 77778.7046 |
Total P&L (%) | 142.9362 | 64.1707 | 78.7656 | 170.5576 | 92.7789 | 77.7787 |
Avg Daily Profit (%) | 0.2744 | 0.1232 | 0.1512 | 0.1913 | 0.1261 | 0.1105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54927 | -53429 | -28061 | -58689 | -68159 | -55929 |
Profit Factor | 1.5148 | 1.445 | 1.5902 | 1.4649 | 1.5483 | 1.3936 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 69.0722 | 70.8333 | 67.3469 | 69.0722 | 70.8333 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.6783 | 0.595 | 0.771 | 0.6559 | 0.6375 | 0.6757 |
Largest Winning Trade | 17843 | 16854 | 17843 | 26719 | 26719 | 24647 |
Largest Losing Trade | -25565 | -25565 | -23383 | -55929 | -27249 | -55929 |
Avg Bars in Trades | 249 | 255 | 243 | 249 | 255 | 243 |
Avg Bars in Winners | 163 | 178 | 148 | 163 | 178 | 148 |
Avg Bars in Losers | 441 | 443 | 439 | 441 | 443 | 439 |
Bars Traded | 24214 | 12269 | 11945 | 24214 | 12269 | 11945 |
Profit Streak | 12.4809 | 20.4184 | 12.4809 | 12.4809 | 20.4184 | 12.4809 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414362 | -26840 | 352330 | 377810 | -21958 | -44047 |
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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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