Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62895.8904 | 29685.1043 | 33210.7861 | 76645.4674 | 33400.8443 | 43244.623 |
Total P&L (%) | 62.8959 | 29.6851 | 33.2108 | 76.6455 | 33.4008 | 43.2446 |
Avg Daily Profit (%) | 1.2077 | 0.57 | 0.6377 | 1.0985 | 0.5549 | 0.6924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25937 | -13821 | -21649 | -36040 | -21845 | -30397 |
Profit Factor | 1.6179 | 1.5401 | 1.7091 | 1.5085 | 1.4044 | 1.6346 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 59.5041 | 59.0164 | 60 | 59.5041 | 59.0164 | 60 |
Ratio Avg Win / Avg Loss | 1.1011 | 1.0695 | 1.1394 | 1.0266 | 0.9753 | 1.0897 |
Largest Winning Trade | 13355 | 13355 | 6158 | 20137 | 20137 | 8774 |
Largest Losing Trade | -10095 | -10095 | -9886 | -19048 | -19048 | -14173 |
Avg Bars in Trades | 199 | 189 | 209 | 199 | 189 | 209 |
Avg Bars in Winners | 146 | 137 | 155 | 146 | 137 | 155 |
Avg Bars in Losers | 277 | 265 | 290 | 277 | 265 | 290 |
Bars Traded | 24171 | 11585 | 12586 | 24171 | 11585 | 12586 |
Profit Streak | 0.7486 | 0.7549 | 0 | 0.7486 | 0.7549 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391324 | -156574 | -159276 | 383586 | -158868 | -158060 |
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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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