Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37894.1465 | 13226.7788 | 24667.3678 | 41440.3829 | 11731.8892 | 29708.4937 |
Total P&L (%) | 37.8941 | 13.2268 | 24.6674 | 41.4404 | 11.7319 | 29.7085 |
Avg Daily Profit (%) | 0.7276 | 0.254 | 0.4736 | 0.6679 | 0.2132 | 0.5007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21260 | -21621 | -8699 | -29377 | -29889 | -10847 |
Profit Factor | 1.4509 | 1.2644 | 1.7253 | 1.3678 | 1.172 | 1.6682 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 65.3846 | 66.1538 | 64.6154 | 65.3846 | 66.1538 | 64.6154 |
Ratio Avg Win / Avg Loss | 0.7681 | 0.6469 | 0.9448 | 0.7241 | 0.5996 | 0.9135 |
Largest Winning Trade | 5595 | 5595 | 5294 | 7336 | 7336 | 6280 |
Largest Losing Trade | -10162 | -10162 | -5104 | -14449 | -14449 | -6328 |
Avg Bars in Trades | 181 | 183 | 178 | 181 | 183 | 178 |
Avg Bars in Winners | 123 | 117 | 130 | 123 | 117 | 130 |
Avg Bars in Losers | 289 | 314 | 265 | 289 | 314 | 265 |
Bars Traded | 23545 | 11945 | 11600 | 23545 | 11945 | 11600 |
Profit Streak | 4.9238 | 6.053 | 4.9238 | 4.9238 | 6.053 | 4.9238 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376401 | -189581 | -124522 | 351092 | -267655 | -123760 |
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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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