Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121654.9637 | 51988.8941 | 69666.0697 | 176605.0655 | 90178.4275 | 86426.638 |
Total P&L (%) | 121.655 | 51.9889 | 69.6661 | 176.6051 | 90.1784 | 86.4266 |
Avg Daily Profit (%) | 0.4671 | 0.1996 | 0.2675 | 0.3914 | 0.2471 | 0.2395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27591 | -14021 | -22043 | -70559 | -31499 | -56386 |
Profit Factor | 1.8709 | 1.9121 | 1.8424 | 1.5809 | 1.7933 | 1.4541 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 64.8649 | 64.8649 | 64.8649 | 64.8649 | 64.8649 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.0134 | 1.0357 | 0.998 | 0.8563 | 0.9714 | 0.7876 |
Largest Winning Trade | 32731 | 11578 | 32731 | 36591 | 24228 | 36591 |
Largest Losing Trade | -18482 | -14021 | -18482 | -49416 | -30901 | -49416 |
Avg Bars in Trades | 324 | 349 | 299 | 324 | 349 | 299 |
Avg Bars in Winners | 243 | 279 | 206 | 243 | 279 | 206 |
Avg Bars in Losers | 474 | 477 | 471 | 474 | 477 | 471 |
Bars Traded | 24016 | 12921 | 11095 | 24016 | 12921 | 11095 |
Profit Streak | 12.7335 | 21.1085 | 12.7335 | 12.7335 | 21.1085 | 12.7335 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54542 | 360908 | 361564 | -57494 | 350494 | 304798 |
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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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