Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105215.3005 | 54479.1496 | 50736.1509 | 139924.7995 | 115622.8157 | 24301.9838 |
Total P&L (%) | 105.2153 | 54.4792 | 50.7362 | 139.9248 | 115.6228 | 24.302 |
Avg Daily Profit (%) | 0.404 | 0.2092 | 0.1948 | 0.3366 | 0.2955 | 0.0836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32771 | -13794 | -34005 | -64471 | -27354 | -72943 |
Profit Factor | 1.5141 | 1.5766 | 1.4606 | 1.3308 | 1.6294 | 1.1016 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 50 | 53.2258 | 46.7742 | 50 | 53.2258 | 46.7742 |
Ratio Avg Win / Avg Loss | 1.5141 | 1.3855 | 1.662 | 1.3308 | 1.4319 | 1.2535 |
Largest Winning Trade | 17733 | 16144 | 17733 | 26579 | 26579 | 23415 |
Largest Losing Trade | -9704 | -7326 | -9704 | -24262 | -17283 | -24262 |
Avg Bars in Trades | 198 | 205 | 191 | 198 | 205 | 191 |
Avg Bars in Winners | 249 | 254 | 243 | 249 | 254 | 243 |
Avg Bars in Losers | 147 | 149 | 145 | 147 | 149 | 145 |
Bars Traded | 24603 | 12739 | 11864 | 24603 | 12739 | 11864 |
Profit Streak | 2.1457 | 8.052 | 0 | 2.1457 | 8.052 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318957 | -145587 | -148361 | 217883 | -143615 | -351047 |
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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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