Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113854.5257 | 63378.9832 | 50475.5425 | 166438.9976 | 76658.2546 | 89780.7431 |
Total P&L (%) | 113.8545 | 63.379 | 50.4755 | 166.439 | 76.6583 | 89.7807 |
Avg Daily Profit (%) | 1.3115 | 0.7301 | 0.5814 | 1.1353 | 0.6577 | 0.7408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30883 | -17184 | -30883 | -51391 | -50346 | -51391 |
Profit Factor | 2.1131 | 2.1285 | 2.0942 | 1.7789 | 1.6087 | 2.0231 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 71.2871 | 66.6667 | 76 | 71.2871 | 66.6667 | 76 |
Ratio Avg Win / Avg Loss | 0.8511 | 1.0643 | 0.6613 | 0.7165 | 0.8043 | 0.6389 |
Largest Winning Trade | 24451 | 24451 | 12585 | 28122 | 28122 | 24333 |
Largest Losing Trade | -30883 | -12515 | -30883 | -51391 | -37081 | -51391 |
Avg Bars in Trades | 245 | 266 | 223 | 245 | 266 | 223 |
Avg Bars in Winners | 183 | 196 | 171 | 183 | 196 | 171 |
Avg Bars in Losers | 397 | 406 | 386 | 397 | 406 | 386 |
Bars Traded | 24746 | 13579 | 11166 | 24746 | 13579 | 11166 |
Profit Streak | 2.5458 | 5.5736 | 2.5458 | 2.5458 | 5.5736 | 2.5458 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542667 | -164018 | -169420 | 513939 | -166866 | -166894 |
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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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