Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42115.6613 | 19815.0331 | 22300.6282 | 44524.8867 | 20455.6401 | 24069.2466 |
Total P&L (%) | 42.1157 | 19.815 | 22.3006 | 44.5249 | 20.4556 | 24.0692 |
Avg Daily Profit (%) | 0.5448 | 0.2563 | 0.2885 | 0.4776 | 0.2411 | 0.2794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19208 | -10717 | -16449 | -30928 | -16002 | -25603 |
Profit Factor | 1.2683 | 1.2507 | 1.2863 | 1.2141 | 1.1937 | 1.2351 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 136 | 64 | 72 | 136 | 64 | 72 |
Losing Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Profitability (%) | 52.7132 | 49.6124 | 55.814 | 52.7132 | 49.6124 | 55.814 |
Ratio Avg Win / Avg Loss | 1.1378 | 1.2702 | 1.0183 | 1.0891 | 1.2123 | 0.9778 |
Largest Winning Trade | 8234 | 8234 | 7068 | 11553 | 11553 | 9478 |
Largest Losing Trade | -8622 | -5962 | -8622 | -13752 | -9113 | -13752 |
Avg Bars in Trades | 84 | 78 | 91 | 84 | 78 | 91 |
Avg Bars in Winners | 88 | 82 | 92 | 88 | 82 | 92 |
Avg Bars in Losers | 81 | 73 | 90 | 81 | 73 | 90 |
Bars Traded | 21888 | 10072 | 11816 | 21888 | 10072 | 11816 |
Profit Streak | 25.5314 | 25.5348 | 25.5314 | 25.5314 | 25.5348 | 25.5314 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330155 | -923 | 76665 | 305229 | -7894 | 45064 |
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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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