Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149703.209 | 78490.164 | 71213.045 | 285021.0788 | 147696.0288 | 137325.05 |
Total P&L (%) | 149.7032 | 78.4902 | 71.213 | 285.0211 | 147.696 | 137.3251 |
Avg Daily Profit (%) | 0.3261 | 0.171 | 0.1551 | 0.2941 | 0.1978 | 0.1884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12788 | -10223 | -14494 | -24115 | -18257 | -27968 |
Profit Factor | 2.4762 | 2.8949 | 2.187 | 2.6213 | 3.0939 | 2.3047 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 51.2821 | 52.5424 | 50 | 51.2821 | 52.5424 | 50 |
Ratio Avg Win / Avg Loss | 2.3524 | 2.6148 | 2.187 | 2.4903 | 2.7945 | 2.3047 |
Largest Winning Trade | 36833 | 18161 | 36833 | 87712 | 59179 | 87712 |
Largest Losing Trade | -7801 | -5411 | -7801 | -13703 | -9545 | -13703 |
Avg Bars in Trades | 90 | 83 | 97 | 90 | 83 | 97 |
Avg Bars in Winners | 105 | 91 | 121 | 105 | 91 | 121 |
Avg Bars in Losers | 74 | 75 | 73 | 74 | 75 | 73 |
Bars Traded | 10580 | 4949 | 5631 | 10580 | 4949 | 5631 |
Profit Streak | 611.6596 | 611.7012 | 611.6596 | 611.6596 | 611.7012 | 611.6596 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521852 | -162882 | -168463 | 522089 | -162269 | -167951 |
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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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