Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67702.4639 | 46693.6748 | 21008.7891 | 53275.7188 | 40099.2719 | 13176.447 |
Total P&L (%) | 67.7025 | 46.6937 | 21.0088 | 53.2757 | 40.0993 | 13.1764 |
Avg Daily Profit (%) | 0.26 | 0.1793 | 0.0807 | 0.1641 | 0.1296 | 0.0475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36086 | -38573 | -36319 | -38613 | -45825 | -39408 |
Profit Factor | 1.2956 | 1.4275 | 1.1753 | 1.2038 | 1.3175 | 1.0975 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 55.8824 | 56.8627 | 54.902 | 55.8824 | 56.8627 | 54.902 |
Ratio Avg Win / Avg Loss | 1.0228 | 1.0829 | 0.9654 | 0.9504 | 0.9995 | 0.9015 |
Largest Winning Trade | 18102 | 18102 | 17729 | 17296 | 17296 | 13230 |
Largest Losing Trade | -22906 | -21457 | -22906 | -25327 | -23224 | -25327 |
Avg Bars in Trades | 238 | 240 | 236 | 238 | 240 | 236 |
Avg Bars in Winners | 163 | 157 | 170 | 163 | 157 | 170 |
Avg Bars in Losers | 333 | 349 | 317 | 333 | 349 | 317 |
Bars Traded | 24316 | 12247 | 12069 | 24316 | 12247 | 12069 |
Profit Streak | 11.1696 | 17.0967 | 11.1696 | 11.1696 | 17.0967 | 11.1696 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315657 | -172813 | -300976 | 171356 | -203242 | -491454 |
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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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