Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71373.0892 | 26947.5146 | 44425.5747 | 67462.2866 | 31510.5668 | 35951.7198 |
Total P&L (%) | 71.3731 | 26.9475 | 44.4256 | 67.4623 | 31.5106 | 35.9517 |
Avg Daily Profit (%) | 0.2741 | 0.1035 | 0.1706 | 0.1982 | 0.1052 | 0.118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34614 | -40933 | -25576 | -60028 | -41924 | -47444 |
Profit Factor | 1.3346 | 1.224 | 1.4776 | 1.2168 | 1.1854 | 1.2544 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 46.5517 | 43.1034 | 50 | 46.5517 | 43.1034 | 50 |
Ratio Avg Win / Avg Loss | 1.5323 | 1.6157 | 1.4776 | 1.397 | 1.5648 | 1.2544 |
Largest Winning Trade | 21377 | 21377 | 17188 | 34448 | 34448 | 22694 |
Largest Losing Trade | -14419 | -10777 | -14419 | -18860 | -13565 | -18860 |
Avg Bars in Trades | 208 | 204 | 212 | 208 | 204 | 212 |
Avg Bars in Winners | 275 | 260 | 289 | 275 | 260 | 289 |
Avg Bars in Losers | 150 | 162 | 135 | 150 | 162 | 135 |
Bars Traded | 24197 | 11882 | 12315 | 24197 | 11882 | 12315 |
Profit Streak | 7.678 | 8.9384 | 7.678 | 7.678 | 8.9384 | 7.678 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301325 | -240953 | -174063 | 205962 | -254366 | -219015 |
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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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