Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52510.4194 | 27146.5376 | 25363.8818 | 56908.8636 | 21807.0349 | 35101.8286 |
Total P&L (%) | 52.5104 | 27.1465 | 25.3639 | 56.9089 | 21.807 | 35.1018 |
Avg Daily Profit (%) | 0.6049 | 0.3127 | 0.2922 | 0.5203 | 0.2275 | 0.3472 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33971 | -21000 | -21996 | -45388 | -33109 | -27647 |
Profit Factor | 1.3588 | 1.331 | 1.3942 | 1.2798 | 1.1855 | 1.4089 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 54.6448 | 54.9451 | 54.3478 | 54.6448 | 54.9451 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.1278 | 1.0914 | 1.1712 | 1.0622 | 0.9721 | 1.1835 |
Largest Winning Trade | 11666 | 11666 | 7310 | 12314 | 12314 | 8914 |
Largest Losing Trade | -10238 | -9701 | -10238 | -14434 | -14434 | -13541 |
Avg Bars in Trades | 134 | 133 | 134 | 134 | 133 | 134 |
Avg Bars in Winners | 100 | 90 | 110 | 100 | 90 | 110 |
Avg Bars in Losers | 174 | 186 | 163 | 174 | 186 | 163 |
Bars Traded | 24535 | 12149 | 12386 | 24535 | 12149 | 12386 |
Profit Streak | 2.2398 | 4.8995 | 2.2398 | 2.2398 | 4.8995 | 2.2398 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322841 | 196461 | 88805 | 289984 | -16002 | 140116 |
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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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