Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100671.6278 | 45154.3775 | 55517.2502 | 113078.7466 | 100954.8522 | 12123.8943 |
Total P&L (%) | 100.6716 | 45.1544 | 55.5173 | 113.0787 | 100.9549 | 12.1239 |
Avg Daily Profit (%) | 0.3866 | 0.1734 | 0.2132 | 0.2909 | 0.2684 | 0.044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50487 | -29355 | -45882 | -150918 | -58074 | -131286 |
Profit Factor | 1.434 | 1.413 | 1.4528 | 1.2252 | 1.4705 | 1.0422 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Losing Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Profitability (%) | 47.541 | 52.459 | 42.623 | 47.541 | 52.459 | 42.623 |
Ratio Avg Win / Avg Loss | 1.5824 | 1.2805 | 1.9557 | 1.352 | 1.3327 | 1.4029 |
Largest Winning Trade | 18208 | 18208 | 17185 | 45210 | 45210 | 21110 |
Largest Losing Trade | -27132 | -9316 | -27132 | -70632 | -24603 | -70632 |
Avg Bars in Trades | 202 | 217 | 186 | 202 | 217 | 186 |
Avg Bars in Winners | 229 | 223 | 237 | 229 | 223 | 237 |
Avg Bars in Losers | 177 | 211 | 148 | 177 | 211 | 148 |
Bars Traded | 24672 | 13283 | 11389 | 24672 | 13283 | 11389 |
Profit Streak | 6.1137 | 6.1137 | 6.1241 | 6.1137 | 6.1137 | 6.1241 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373323 | -155657 | -156629 | 257948 | -152730 | -573576 |
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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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