Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115247.1177 | 61815.3669 | 53431.7508 | 173780.4186 | 78070.4468 | 95709.9718 |
Total P&L (%) | 115.2471 | 61.8154 | 53.4318 | 173.7804 | 78.0704 | 95.71 |
Avg Daily Profit (%) | 1.3276 | 0.7121 | 0.6155 | 1.1669 | 0.6669 | 0.7765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30514 | -17128 | -33609 | -51409 | -48341 | -55975 |
Profit Factor | 2.3185 | 2.3188 | 2.3181 | 1.9608 | 1.7344 | 2.2834 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 75.9494 | 74.359 | 77.5 | 75.9494 | 74.359 | 77.5 |
Ratio Avg Win / Avg Loss | 0.7342 | 0.7996 | 0.673 | 0.6209 | 0.5981 | 0.6629 |
Largest Winning Trade | 16948 | 16948 | 15834 | 28917 | 20115 | 28917 |
Largest Losing Trade | -30514 | -12341 | -30514 | -51409 | -35461 | -51409 |
Avg Bars in Trades | 304 | 335 | 274 | 304 | 335 | 274 |
Avg Bars in Winners | 191 | 202 | 181 | 191 | 202 | 181 |
Avg Bars in Losers | 662 | 724 | 593 | 662 | 724 | 593 |
Bars Traded | 24083 | 13100 | 10983 | 24083 | 13100 | 10983 |
Profit Streak | 1.9779 | 9.3772 | 1.9779 | 1.9779 | 9.3772 | 1.9779 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16380 | 574250 | 405231 | -17209 | 539389 | 492116 |
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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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