Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133117.5101 | 32174.3619 | 100943.1482 | 234630.2906 | 58968.0565 | 175662.2341 |
Total P&L (%) | 133.1175 | 32.1744 | 100.9431 | 234.6303 | 58.9681 | 175.6622 |
Avg Daily Profit (%) | 0.5112 | 0.1235 | 0.3876 | 0.4649 | 0.1782 | 0.3901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26680 | -9176 | -22980 | -54324 | -21458 | -46614 |
Profit Factor | 2.266 | 1.9273 | 2.4327 | 2.0779 | 1.8079 | 2.2141 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 73.494 | 69.0476 | 78.0488 | 73.494 | 69.0476 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.8172 | 0.864 | 0.6842 | 0.7494 | 0.8105 | 0.6227 |
Largest Winning Trade | 18420 | 6442 | 18420 | 30361 | 9010 | 30361 |
Largest Losing Trade | -16847 | -6246 | -16847 | -32587 | -21458 | -32587 |
Avg Bars in Trades | 287 | 93 | 486 | 287 | 93 | 486 |
Avg Bars in Winners | 209 | 64 | 340 | 209 | 64 | 340 |
Avg Bars in Losers | 504 | 156 | 1007 | 504 | 156 | 1007 |
Bars Traded | 23857 | 3912 | 19946 | 23857 | 3912 | 19946 |
Profit Streak | 3.8231 | 3.8231 | 34.2814 | 3.8231 | 3.8231 | 34.2814 |
Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451502 | -29378 | 539632 | 424198 | 291013 | 525215 |
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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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