Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69854.9428 | 22183.8459 | 47671.0969 | 65795.4465 | 28542.0771 | 37253.3694 |
Total P&L (%) | 69.8549 | 22.1838 | 47.6711 | 65.7954 | 28.5421 | 37.2534 |
Avg Daily Profit (%) | 0.2682 | 0.0852 | 0.1831 | 0.1943 | 0.0965 | 0.1217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37107 | -33520 | -32424 | -49601 | -33625 | -44398 |
Profit Factor | 1.3748 | 1.2202 | 1.5567 | 1.2892 | 1.2486 | 1.3306 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 64.3564 | 62.7451 | 66 | 64.3564 | 62.7451 | 66 |
Ratio Avg Win / Avg Loss | 0.7614 | 0.7245 | 0.8019 | 0.714 | 0.7414 | 0.6855 |
Largest Winning Trade | 18188 | 14199 | 18188 | 18258 | 17115 | 18258 |
Largest Losing Trade | -20808 | -20808 | -19979 | -27382 | -21109 | -27382 |
Avg Bars in Trades | 242 | 262 | 221 | 242 | 262 | 221 |
Avg Bars in Winners | 145 | 157 | 133 | 145 | 157 | 133 |
Avg Bars in Losers | 417 | 440 | 391 | 417 | 440 | 391 |
Bars Traded | 24481 | 13403 | 11078 | 24481 | 13403 | 11078 |
Profit Streak | 4.6366 | 4.6366 | 5.1678 | 4.6366 | 4.6366 | 5.1678 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311179 | -266153 | -172741 | 259875 | -248751 | -213106 |
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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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