Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54962.0644 | 14742.9459 | 40219.1185 | 59103.1361 | 12553.2908 | 46549.8453 |
Total P&L (%) | 54.9621 | 14.7429 | 40.2191 | 59.1031 | 12.5533 | 46.5498 |
Avg Daily Profit (%) | 0.6331 | 0.1698 | 0.4633 | 0.5364 | 0.1363 | 0.4412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29362 | -12437 | -21833 | -34117 | -15329 | -25593 |
Profit Factor | 1.3853 | 1.2455 | 1.487 | 1.3759 | 1.1877 | 1.5152 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Losing Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Profitability (%) | 56.5217 | 60.8696 | 52.1739 | 56.5217 | 60.8696 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.0656 | 0.8007 | 1.3631 | 1.0584 | 0.7635 | 1.3889 |
Largest Winning Trade | 28389 | 6681 | 28389 | 35180 | 6489 | 35180 |
Largest Losing Trade | -8114 | -6906 | -8114 | -9538 | -9024 | -9538 |
Avg Bars in Trades | 134 | 126 | 141 | 134 | 126 | 141 |
Avg Bars in Winners | 116 | 113 | 120 | 116 | 113 | 120 |
Avg Bars in Losers | 156 | 148 | 163 | 156 | 148 | 163 |
Bars Traded | 24668 | 11675 | 12993 | 24668 | 11675 | 12993 |
Profit Streak | 2.6422 | 2.6422 | 3.9026 | 2.6422 | 2.6422 | 3.9026 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365848 | -15101 | 254587 | 343935 | -115475 | 274244 |
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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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