Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107221.1386 | 41741.2078 | 65479.9308 | 149884.2602 | 68100.5158 | 81783.7444 |
Total P&L (%) | 107.2211 | 41.7412 | 65.4799 | 149.8843 | 68.1005 | 81.7837 |
Avg Daily Profit (%) | 0.4117 | 0.1603 | 0.2514 | 0.3523 | 0.1996 | 0.2298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27405 | -19950 | -22784 | -54310 | -26555 | -46289 |
Profit Factor | 1.6868 | 1.4995 | 1.9025 | 1.529 | 1.4954 | 1.5607 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 73.913 | 68.4211 | 79.3103 | 73.913 | 68.4211 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.5953 | 0.6921 | 0.4963 | 0.5396 | 0.6902 | 0.4071 |
Largest Winning Trade | 14361 | 9622 | 14361 | 21909 | 13390 | 21909 |
Largest Losing Trade | -22784 | -19950 | -22784 | -44574 | -25375 | -44574 |
Avg Bars in Trades | 209 | 215 | 202 | 209 | 215 | 202 |
Avg Bars in Winners | 133 | 129 | 138 | 133 | 129 | 138 |
Avg Bars in Losers | 422 | 402 | 451 | 422 | 402 | 451 |
Bars Traded | 24055 | 12282 | 11773 | 24055 | 12282 | 11773 |
Profit Streak | 8.791 | 0 | 12.2285 | 8.791 | 0 | 12.2285 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460999 | -174212 | -168437 | 421059 | -171960 | -169146 |
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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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