Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72398.7095 | 39160.3626 | 33238.3468 | 92383.2986 | 46544.4936 | 45838.805 |
Total P&L (%) | 72.3987 | 39.1604 | 33.2383 | 92.3833 | 46.5445 | 45.8388 |
Avg Daily Profit (%) | 0.1577 | 0.0853 | 0.0724 | 0.1426 | 0.0833 | 0.0822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40562 | -17850 | -28684 | -63412 | -27877 | -44681 |
Profit Factor | 1.8128 | 2.0755 | 1.6311 | 1.7194 | 1.8574 | 1.6184 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 81.746 | 80.9524 | 82.5397 | 81.746 | 80.9524 | 82.5397 |
Ratio Avg Win / Avg Loss | 0.4048 | 0.4884 | 0.345 | 0.384 | 0.437 | 0.3424 |
Largest Winning Trade | 6095 | 6095 | 5205 | 9056 | 7514 | 9056 |
Largest Losing Trade | -20031 | -8379 | -20031 | -33846 | -12703 | -33846 |
Avg Bars in Trades | 79 | 76 | 82 | 79 | 76 | 82 |
Avg Bars in Winners | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Losers | 244 | 238 | 251 | 244 | 238 | 251 |
Bars Traded | 10018 | 4837 | 5181 | 10018 | 4837 | 5181 |
Profit Streak | 619.4862 | 622.4029 | 619.4862 | 619.4862 | 622.4029 | 619.4862 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475504 | -222297 | -240759 | 112890 | -224759 | -226563 |
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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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