Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77356.9727 | 38451.0856 | 38905.8871 | 92227.1833 | 40214.9688 | 52012.2145 |
Total P&L (%) | 77.357 | 38.4511 | 38.9059 | 92.2272 | 40.215 | 52.0122 |
Avg Daily Profit (%) | 0.1685 | 0.0838 | 0.0847 | 0.1425 | 0.0737 | 0.0913 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27065 | -11884 | -23081 | -44884 | -20817 | -38504 |
Profit Factor | 1.5753 | 1.6666 | 1.5067 | 1.4678 | 1.4681 | 1.4675 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 72.5926 | 73.1343 | 72.0588 | 72.5926 | 73.1343 | 72.0588 |
Ratio Avg Win / Avg Loss | 0.5948 | 0.6122 | 0.5842 | 0.5542 | 0.5393 | 0.569 |
Largest Winning Trade | 17002 | 7208 | 17002 | 26241 | 9050 | 26241 |
Largest Losing Trade | -21462 | -11884 | -21462 | -34411 | -20817 | -34411 |
Avg Bars in Trades | 80 | 78 | 81 | 80 | 78 | 81 |
Avg Bars in Winners | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Losers | 125 | 115 | 136 | 125 | 115 | 136 |
Bars Traded | 10804 | 5234 | 5570 | 10804 | 5234 | 5570 |
Profit Streak | 611.322 | 611.322 | 612.447 | 611.322 | 611.322 | 612.447 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407017 | -196974 | -188575 | 15405 | -211222 | -179004 |
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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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