Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64391.5309 | 40621.0278 | 23770.5031 | 53651.0692 | 38675.4027 | 14975.6665 |
Total P&L (%) | 64.3915 | 40.621 | 23.7705 | 53.6511 | 38.6754 | 14.9757 |
Avg Daily Profit (%) | 0.4635 | 0.2924 | 0.1711 | 0.3097 | 0.2357 | 0.1005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45833 | -48097 | -24623 | -56288 | -45178 | -44894 |
Profit Factor | 1.2646 | 1.2608 | 1.2714 | 1.1888 | 1.2274 | 1.1312 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 59.901 | 58.4158 | 61.3861 | 59.901 | 58.4158 | 61.3861 |
Ratio Avg Win / Avg Loss | 0.8465 | 0.8975 | 0.7997 | 0.7958 | 0.8737 | 0.7115 |
Largest Winning Trade | 29450 | 29450 | 9722 | 24099 | 24099 | 8291 |
Largest Losing Trade | -21604 | -21604 | -8326 | -18574 | -18574 | -14899 |
Avg Bars in Trades | 64 | 101 | 27 | 64 | 101 | 27 |
Avg Bars in Winners | 48 | 74 | 24 | 48 | 74 | 24 |
Avg Bars in Losers | 87 | 140 | 31 | 87 | 140 | 31 |
Bars Traded | 13012 | 10259 | 2753 | 13012 | 10259 | 2753 |
Profit Streak | 141.6257 | 141.6257 | 141.6361 | 141.6257 | 141.6257 | 141.6361 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331973 | 144628 | 53997 | -5578 | 113593 | -147412 |
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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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