Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55383.1957 | 27667.0649 | 27716.1308 | 62274.981 | 31999.1012 | 30275.8798 |
Total P&L (%) | 55.3832 | 27.6671 | 27.7161 | 62.275 | 31.9991 | 30.2759 |
Avg Daily Profit (%) | 0.7165 | 0.3579 | 0.3586 | 0.6283 | 0.3598 | 0.3427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35410 | -14716 | -20619 | -30394 | -13667 | -22138 |
Profit Factor | 1.4588 | 1.4548 | 1.4628 | 1.5099 | 1.5235 | 1.4963 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 55.5556 | 50.7937 | 60.3175 | 55.5556 | 50.7937 | 60.3175 |
Ratio Avg Win / Avg Loss | 1.167 | 1.4093 | 0.9624 | 1.2079 | 1.4759 | 0.9844 |
Largest Winning Trade | 8854 | 8854 | 7092 | 8935 | 8935 | 6951 |
Largest Losing Trade | -12878 | -7334 | -12878 | -16463 | -7054 | -16463 |
Avg Bars in Trades | 173 | 152 | 195 | 173 | 152 | 195 |
Avg Bars in Winners | 154 | 141 | 164 | 154 | 141 | 164 |
Avg Bars in Losers | 198 | 163 | 242 | 198 | 163 | 242 |
Bars Traded | 21920 | 9605 | 12315 | 21920 | 9605 | 12315 |
Profit Streak | 13.2334 | 14.9417 | 13.2334 | 13.2334 | 14.9417 | 13.2334 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441792 | -140799 | -141639 | 442433 | -139978 | -141342 |
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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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