Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108705.1498 | 28386.3483 | 80318.8016 | 102901.4643 | 38265.8305 | 64635.6338 |
Total P&L (%) | 108.7052 | 28.3863 | 80.3188 | 102.9015 | 38.2658 | 64.6356 |
Avg Daily Profit (%) | 0.2087 | 0.0545 | 0.1542 | 0.1359 | 0.0622 | 0.0958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79630 | -44919 | -56261 | -92284 | -57855 | -78349 |
Profit Factor | 1.3342 | 1.1629 | 1.5319 | 1.2443 | 1.1841 | 1.3028 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 60.9467 | 63.0952 | 58.8235 | 60.9467 | 63.0952 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.8549 | 0.6802 | 1.0723 | 0.7973 | 0.6926 | 0.912 |
Largest Winning Trade | 20638 | 16045 | 20638 | 21600 | 21600 | 17285 |
Largest Losing Trade | -23242 | -21116 | -23242 | -34301 | -30351 | -34301 |
Avg Bars in Trades | 144 | 143 | 145 | 144 | 143 | 145 |
Avg Bars in Winners | 110 | 98 | 124 | 110 | 98 | 124 |
Avg Bars in Losers | 197 | 222 | 176 | 197 | 222 | 176 |
Bars Traded | 24454 | 12086 | 12368 | 24454 | 12086 | 12368 |
Profit Streak | 9.4706 | 18.7831 | 9.4706 | 9.4706 | 18.7831 | 9.4706 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330011 | -164736 | 347215 | -10627 | -130226 | -66120 |
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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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