Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105237.3355 | 54348.4919 | 50888.8436 | 101166.7141 | 46605.3157 | 54561.3984 |
Total P&L (%) | 105.2373 | 54.3485 | 50.8888 | 101.1667 | 46.6053 | 54.5614 |
Avg Daily Profit (%) | 0.4041 | 0.2087 | 0.1954 | 0.2688 | 0.147 | 0.1673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77223 | -45144 | -56511 | -79539 | -56125 | -50538 |
Profit Factor | 1.3605 | 1.3505 | 1.3719 | 1.3518 | 1.3115 | 1.3957 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 57.5221 | 57.1429 | 57.8947 | 57.5221 | 57.1429 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.0047 | 1.0129 | 0.9977 | 0.9983 | 0.9836 | 1.015 |
Largest Winning Trade | 21480 | 18525 | 21480 | 19495 | 14876 | 19495 |
Largest Losing Trade | -25767 | -25767 | -22170 | -25208 | -25208 | -20035 |
Avg Bars in Trades | 212 | 220 | 204 | 212 | 220 | 204 |
Avg Bars in Winners | 183 | 207 | 159 | 183 | 207 | 159 |
Avg Bars in Losers | 251 | 237 | 265 | 251 | 237 | 265 |
Bars Traded | 24003 | 12348 | 11655 | 24003 | 12348 | 11655 |
Profit Streak | 11.1273 | 17.4919 | 11.1273 | 11.1273 | 17.4919 | 11.1273 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388502 | -172912 | -174624 | 284953 | -179892 | -172807 |
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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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