Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71260.7828 | 4004.8843 | 67255.8984 | 74430.2333 | 9002.1016 | 65428.1317 |
Total P&L (%) | 71.2608 | 4.0049 | 67.2559 | 74.4302 | 9.0021 | 65.4281 |
Avg Daily Profit (%) | 0.2736 | 0.0154 | 0.2583 | 0.2139 | 0.0331 | 0.1935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30054 | -32065 | -30814 | -39916 | -31828 | -40330 |
Profit Factor | 1.3677 | 1.0328 | 1.9361 | 1.3122 | 1.0637 | 1.6741 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 70.9402 | 62.069 | 79.661 | 70.9402 | 62.069 | 79.661 |
Ratio Avg Win / Avg Loss | 0.5602 | 0.6312 | 0.4943 | 0.5375 | 0.65 | 0.4274 |
Largest Winning Trade | 9623 | 9623 | 7314 | 12274 | 12274 | 8463 |
Largest Losing Trade | -20139 | -15579 | -20139 | -25329 | -18704 | -25329 |
Avg Bars in Trades | 210 | 223 | 197 | 210 | 223 | 197 |
Avg Bars in Winners | 135 | 128 | 140 | 135 | 128 | 140 |
Avg Bars in Losers | 393 | 378 | 422 | 393 | 378 | 422 |
Bars Traded | 24612 | 12946 | 11666 | 24612 | 12946 | 11666 |
Profit Streak | 3.8924 | 11.1424 | 3.8924 | 3.8924 | 11.1424 | 3.8924 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328625 | -702515 | -165715 | 298037 | -644931 | -166896 |
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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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