Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95837.9033 | 49054.4002 | 46783.5031 | 137931.1598 | 52644.6746 | 85286.4853 |
Total P&L (%) | 95.8379 | 49.0544 | 46.7835 | 137.9312 | 52.6447 | 85.2865 |
Avg Daily Profit (%) | 0.2088 | 0.1069 | 0.1019 | 0.189 | 0.0922 | 0.1344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23853 | -13704 | -20117 | -36061 | -35612 | -30241 |
Profit Factor | 1.7421 | 1.7646 | 1.7199 | 1.6725 | 1.4624 | 1.9346 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 164 | 81 | 83 | 164 | 81 | 83 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 74.5455 | 73.6364 | 75.4545 | 74.5455 | 73.6364 | 75.4545 |
Ratio Avg Win / Avg Loss | 0.5949 | 0.6318 | 0.5595 | 0.5711 | 0.5236 | 0.6293 |
Largest Winning Trade | 10828 | 5256 | 10828 | 25389 | 6893 | 25389 |
Largest Losing Trade | -20117 | -13704 | -20117 | -35612 | -35612 | -30241 |
Avg Bars in Trades | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Winners | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Losers | 109 | 102 | 117 | 109 | 102 | 117 |
Bars Traded | 10859 | 5132 | 5727 | 10859 | 5132 | 5727 |
Profit Streak | 605.0508 | 605.0508 | 615.0092 | 605.0508 | 605.0508 | 615.0092 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472403 | -48284 | -54150 | 461487 | -68760 | -8751 |
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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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