Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87270.2249 | 9966.6165 | 77303.6084 | 102325.6059 | 7005.3556 | 95320.2503 |
Total P&L (%) | 87.2702 | 9.9666 | 77.3036 | 102.3256 | 7.0054 | 95.3203 |
Avg Daily Profit (%) | 0.3351 | 0.0383 | 0.2968 | 0.271 | 0.026 | 0.2574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30959 | -31616 | -17495 | -35551 | -36637 | -25139 |
Profit Factor | 1.4754 | 1.0753 | 2.5089 | 1.3908 | 1.0376 | 2.259 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 67.5 | 63.3333 | 71.6667 | 67.5 | 63.3333 | 71.6667 |
Ratio Avg Win / Avg Loss | 0.7104 | 0.6225 | 0.9919 | 0.6696 | 0.6007 | 0.8931 |
Largest Winning Trade | 8584 | 8584 | 7045 | 13777 | 13777 | 11829 |
Largest Losing Trade | -28470 | -28470 | -12805 | -32604 | -32604 | -18421 |
Avg Bars in Trades | 201 | 208 | 194 | 201 | 208 | 194 |
Avg Bars in Winners | 124 | 104 | 141 | 124 | 104 | 141 |
Avg Bars in Losers | 362 | 388 | 329 | 362 | 388 | 329 |
Bars Traded | 24217 | 12531 | 11686 | 24217 | 12531 | 11686 |
Profit Streak | 7.1457 | 7.1457 | 19.7082 | 7.1457 | 7.1457 | 19.7082 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398696 | -614607 | -155843 | 360338 | -672409 | -156662 |
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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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