Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43336.6006 | 7494.3285 | 35842.2721 | 48981.0974 | 7345.9801 | 41635.1173 |
Total P&L (%) | 43.3366 | 7.4943 | 35.8423 | 48.9811 | 7.346 | 41.6351 |
Avg Daily Profit (%) | 0.8321 | 0.1439 | 0.6882 | 0.7684 | 0.1362 | 0.6706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12891 | -11672 | -11317 | -14843 | -13291 | -12979 |
Profit Factor | 1.6257 | 1.2998 | 1.8097 | 1.6139 | 1.2529 | 1.8206 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 57.7982 | 56.3636 | 59.2593 | 57.7982 | 56.3636 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.187 | 1.0063 | 1.2442 | 1.1784 | 0.97 | 1.2517 |
Largest Winning Trade | 10044 | 4198 | 10044 | 12333 | 4765 | 12333 |
Largest Losing Trade | -8432 | -5815 | -8432 | -9561 | -6555 | -9561 |
Avg Bars in Trades | 222 | 85 | 361 | 222 | 85 | 361 |
Avg Bars in Winners | 191 | 79 | 301 | 191 | 79 | 301 |
Avg Bars in Losers | 263 | 93 | 449 | 263 | 93 | 449 |
Bars Traded | 24212 | 4695 | 19517 | 24212 | 4695 | 19517 |
Profit Streak | 13.5547 | 15.2026 | 0 | 13.5547 | 15.2026 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455895 | -346156 | -169387 | 462409 | -358371 | -169002 |
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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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