Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 25720.7173 | 13577.4657 | 12143.2516 | 27119.6963 | 15107.687 | 12012.0094 |
Total P&L (%) | 25.7207 | 13.5775 | 12.1433 | 27.1197 | 15.1077 | 12.012 |
Avg Daily Profit (%) | 1.4816 | 0.7821 | 0.6995 | 1.3918 | 0.8138 | 0.6556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18288 | -6693 | -15756 | -21863 | -7451 | -18876 |
Profit Factor | 1.37 | 1.5427 | 1.2729 | 1.3374 | 1.5307 | 1.2314 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 60.5128 | 61.2245 | 59.7938 | 60.5128 | 61.2245 | 59.7938 |
Ratio Avg Win / Avg Loss | 0.894 | 0.977 | 0.8559 | 0.8727 | 0.9694 | 0.828 |
Largest Winning Trade | 3284 | 2965 | 3284 | 3451 | 3451 | 3286 |
Largest Losing Trade | -9722 | -4726 | -9722 | -11957 | -5318 | -11957 |
Avg Bars in Trades | 125 | 83 | 167 | 125 | 83 | 167 |
Avg Bars in Winners | 90 | 62 | 118 | 90 | 62 | 118 |
Avg Bars in Losers | 179 | 116 | 239 | 179 | 116 | 239 |
Bars Traded | 24458 | 8211 | 16247 | 24458 | 8211 | 16247 |
Profit Streak | 3.1699 | 3.5289 | 3.1699 | 3.1699 | 3.5289 | 3.1699 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327594 | -42195 | -90402 | 322105 | 70097 | -95114 |
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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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