Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112495.2413 | 21180.1725 | 91315.0688 | 84625.9456 | 17085.0937 | 67540.8519 |
Total P&L (%) | 112.4952 | 21.1802 | 91.3151 | 84.6259 | 17.0851 | 67.5409 |
Avg Daily Profit (%) | 0.216 | 0.0407 | 0.1753 | 0.1178 | 0.0303 | 0.0991 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92483 | -70062 | -50820 | -98219 | -74629 | -48556 |
Profit Factor | 1.3972 | 1.1297 | 1.7619 | 1.3224 | 1.1172 | 1.5786 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 70 | 66.6667 | 73.3333 | 70 | 66.6667 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.5988 | 0.5648 | 0.6407 | 0.5667 | 0.5586 | 0.574 |
Largest Winning Trade | 15497 | 15497 | 15259 | 17266 | 16154 | 17266 |
Largest Losing Trade | -39796 | -31335 | -39796 | -36906 | -26096 | -36906 |
Avg Bars in Trades | 274 | 311 | 237 | 274 | 311 | 237 |
Avg Bars in Winners | 145 | 153 | 137 | 145 | 153 | 137 |
Avg Bars in Losers | 576 | 626 | 513 | 576 | 626 | 513 |
Bars Traded | 24719 | 14012 | 10706 | 24719 | 14012 | 10706 |
Profit Streak | 10.5598 | 49.7265 | 10.5598 | 10.5598 | 49.7265 | 10.5598 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374704 | -221121 | 401239 | -33549 | -251357 | -57500 |
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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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