Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129390.6013 | 50683.2148 | 78707.3866 | 211668.7262 | 95740.6955 | 115928.0307 |
Total P&L (%) | 129.3906 | 50.6832 | 78.7074 | 211.6687 | 95.7407 | 115.928 |
Avg Daily Profit (%) | 0.4969 | 0.1946 | 0.3022 | 0.4375 | 0.2582 | 0.296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27841 | -18699 | -21636 | -66145 | -28939 | -52307 |
Profit Factor | 1.8644 | 1.6529 | 2.0922 | 1.6739 | 1.6526 | 1.6926 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 74.7748 | 69.0909 | 80.3571 | 74.7748 | 69.0909 | 80.3571 |
Ratio Avg Win / Avg Loss | 0.629 | 0.7395 | 0.5114 | 0.5647 | 0.7393 | 0.4137 |
Largest Winning Trade | 14198 | 10584 | 14198 | 20131 | 18907 | 20131 |
Largest Losing Trade | -21636 | -18699 | -21636 | -52307 | -21704 | -52307 |
Avg Bars in Trades | 221 | 242 | 201 | 221 | 242 | 201 |
Avg Bars in Winners | 126 | 130 | 124 | 126 | 130 | 124 |
Avg Bars in Losers | 502 | 492 | 516 | 502 | 492 | 516 |
Bars Traded | 24596 | 13320 | 11276 | 24596 | 13320 | 11276 |
Profit Streak | 9.4582 | 9.4582 | 23.6041 | 9.4582 | 9.4582 | 23.6041 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542149 | -170748 | -166242 | 510642 | -168917 | -167067 |
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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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