Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44853.3419 | 21631.0849 | 23222.2569 | 47636.4226 | 23415.2278 | 24221.1948 |
Total P&L (%) | 44.8533 | 21.6311 | 23.2223 | 47.6364 | 23.4152 | 24.2212 |
Avg Daily Profit (%) | 0.5803 | 0.2798 | 0.3004 | 0.5053 | 0.2725 | 0.281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24188 | -15632 | -17274 | -23187 | -16410 | -23087 |
Profit Factor | 1.3348 | 1.3258 | 1.3438 | 1.3202 | 1.3225 | 1.3181 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 69.9346 | 67.1053 | 72.7273 | 69.9346 | 67.1053 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5739 | 0.6499 | 0.5039 | 0.5676 | 0.6483 | 0.4943 |
Largest Winning Trade | 8751 | 8751 | 6475 | 11573 | 11573 | 6059 |
Largest Losing Trade | -9703 | -6840 | -9703 | -12743 | -7358 | -12743 |
Avg Bars in Trades | 142 | 140 | 144 | 142 | 140 | 144 |
Avg Bars in Winners | 105 | 101 | 109 | 105 | 101 | 109 |
Avg Bars in Losers | 228 | 219 | 238 | 228 | 219 | 238 |
Bars Traded | 21809 | 10669 | 11140 | 21809 | 10669 | 11140 |
Profit Streak | 20.1281 | 23.8434 | 20.1281 | 20.1281 | 23.8434 | 20.1281 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366584 | -46316 | -37732 | 349204 | -45209 | -37389 |
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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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