Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49667.2324 | 27264.4068 | 22402.8256 | 54443.7163 | 29772.2178 | 24671.4985 |
Total P&L (%) | 49.6672 | 27.2644 | 22.4028 | 54.4437 | 29.7722 | 24.6715 |
Avg Daily Profit (%) | 0.6425 | 0.3527 | 0.2898 | 0.5639 | 0.3377 | 0.2857 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21637 | -15415 | -18299 | -27545 | -17315 | -23164 |
Profit Factor | 1.4436 | 1.4968 | 1.3924 | 1.451 | 1.5137 | 1.3931 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 71.2871 | 72 | 70.5882 | 71.2871 | 72 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.5815 | 0.5821 | 0.5802 | 0.5844 | 0.5887 | 0.5805 |
Largest Winning Trade | 5967 | 5967 | 4758 | 6677 | 6677 | 5111 |
Largest Losing Trade | -12550 | -9105 | -12550 | -15483 | -9860 | -15483 |
Avg Bars in Trades | 212 | 197 | 226 | 212 | 197 | 226 |
Avg Bars in Winners | 167 | 147 | 187 | 167 | 147 | 187 |
Avg Bars in Losers | 324 | 327 | 320 | 324 | 327 | 320 |
Bars Traded | 21440 | 9894 | 11546 | 21440 | 9894 | 11546 |
Profit Streak | 14.9678 | 21.8428 | 14.9678 | 14.9678 | 21.8428 | 14.9678 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422535 | -172330 | -176415 | 411703 | -172132 | -175211 |
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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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