Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53129.8553 | 27875.6032 | 25254.2521 | 58233.1947 | 33449.2279 | 24783.9668 |
Total P&L (%) | 53.1299 | 27.8756 | 25.2543 | 58.2332 | 33.4492 | 24.784 |
Avg Daily Profit (%) | 0.6873 | 0.3606 | 0.3267 | 0.5954 | 0.374 | 0.2868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26909 | -12338 | -23932 | -40053 | -12513 | -35983 |
Profit Factor | 1.375 | 1.4258 | 1.3314 | 1.3492 | 1.4578 | 1.2645 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 60 | 55.8442 | 64.1026 | 60 | 55.8442 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.9167 | 1.1273 | 0.7456 | 0.8995 | 1.1527 | 0.7081 |
Largest Winning Trade | 11036 | 11036 | 6535 | 13677 | 13677 | 8993 |
Largest Losing Trade | -12102 | -7435 | -12102 | -18296 | -7633 | -18296 |
Avg Bars in Trades | 140 | 133 | 147 | 140 | 133 | 147 |
Avg Bars in Winners | 108 | 101 | 114 | 108 | 101 | 114 |
Avg Bars in Losers | 188 | 174 | 205 | 188 | 174 | 205 |
Bars Traded | 21781 | 10289 | 11492 | 21781 | 10289 | 11492 |
Profit Streak | 21.2172 | 0 | 21.2311 | 21.2172 | 0 | 21.2311 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367919 | -36353 | -29997 | 346221 | -35547 | -30913 |
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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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