Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55095.2058 | 17643.0562 | 37452.1496 | 57684.5698 | 16717.7233 | 40966.8465 |
Total P&L (%) | 55.0952 | 17.6431 | 37.4522 | 57.6846 | 16.7177 | 40.9668 |
Avg Daily Profit (%) | 0.6347 | 0.2032 | 0.4314 | 0.526 | 0.1782 | 0.3963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20363 | -10941 | -12563 | -23682 | -12899 | -15393 |
Profit Factor | 1.698 | 1.4426 | 1.9585 | 1.6458 | 1.3708 | 1.926 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 67.9612 | 70.5882 | 65.3846 | 67.9612 | 70.5882 | 65.3846 |
Ratio Avg Win / Avg Loss | 0.8005 | 0.6011 | 1.0369 | 0.7759 | 0.5712 | 1.0197 |
Largest Winning Trade | 39435 | 7785 | 39435 | 44596 | 7604 | 44596 |
Largest Losing Trade | -10322 | -6582 | -10322 | -12379 | -7715 | -12379 |
Avg Bars in Trades | 239 | 226 | 251 | 239 | 226 | 251 |
Avg Bars in Winners | 135 | 128 | 143 | 135 | 128 | 143 |
Avg Bars in Losers | 458 | 461 | 455 | 458 | 461 | 455 |
Bars Traded | 24618 | 11549 | 13069 | 24618 | 11549 | 13069 |
Profit Streak | 2.5406 | 2.5406 | 8.0233 | 2.5406 | 2.5406 | 8.0233 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396544 | -181954 | -168551 | 365696 | -183223 | -168601 |
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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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