Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74423.2361 | 24667.9518 | 49755.2843 | 82990.7999 | 31237.3521 | 51753.4478 |
Total P&L (%) | 74.4232 | 24.668 | 49.7553 | 82.9908 | 31.2374 | 51.7534 |
Avg Daily Profit (%) | 0.2858 | 0.0947 | 0.1911 | 0.2323 | 0.1044 | 0.1603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28051 | -20418 | -22478 | -45870 | -23180 | -38128 |
Profit Factor | 1.4717 | 1.2913 | 1.6806 | 1.3515 | 1.2647 | 1.4383 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 73.9837 | 70.4918 | 77.4194 | 73.9837 | 70.4918 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.5175 | 0.5405 | 0.4902 | 0.4753 | 0.5294 | 0.4195 |
Largest Winning Trade | 11253 | 8202 | 11253 | 14612 | 9843 | 14612 |
Largest Losing Trade | -22222 | -20418 | -22222 | -36651 | -23180 | -36651 |
Avg Bars in Trades | 196 | 214 | 179 | 196 | 214 | 179 |
Avg Bars in Winners | 124 | 137 | 113 | 124 | 137 | 113 |
Avg Bars in Losers | 400 | 397 | 405 | 400 | 397 | 405 |
Bars Traded | 24181 | 13064 | 11117 | 24181 | 13064 | 11117 |
Profit Streak | 8.5828 | 0 | 12.1245 | 8.5828 | 0 | 12.1245 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389113 | -232340 | -144804 | 346226 | -218773 | -146072 |
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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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