Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60218.6238 | 21133.7554 | 39084.8684 | 67382.0735 | 8805.4411 | 58576.6325 |
Total P&L (%) | 60.2186 | 21.1338 | 39.0849 | 67.3821 | 8.8054 | 58.5766 |
Avg Daily Profit (%) | 0.6937 | 0.2434 | 0.4502 | 0.5951 | 0.0973 | 0.5325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52229 | -32623 | -19625 | -111157 | -73196 | -38084 |
Profit Factor | 1.4722 | 1.2668 | 1.8087 | 1.2554 | 1.053 | 1.5987 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 69.3069 | 68.6275 | 70 | 69.3069 | 68.6275 | 70 |
Ratio Avg Win / Avg Loss | 0.652 | 0.5791 | 0.7752 | 0.5559 | 0.4814 | 0.6851 |
Largest Winning Trade | 7864 | 7864 | 7066 | 17194 | 16700 | 17194 |
Largest Losing Trade | -13761 | -13761 | -8308 | -27730 | -27730 | -19560 |
Avg Bars in Trades | 239 | 235 | 243 | 239 | 235 | 243 |
Avg Bars in Winners | 171 | 159 | 182 | 171 | 159 | 182 |
Avg Bars in Losers | 393 | 402 | 384 | 393 | 402 | 384 |
Bars Traded | 24180 | 12021 | 12159 | 24180 | 12021 | 12159 |
Profit Streak | 1.8357 | 1.8357 | 6.2211 | 1.8357 | 1.8357 | 6.2211 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359293 | -181735 | -169717 | 298472 | -574562 | -167883 |
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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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