Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40952.2301 | 15452.4413 | 25499.7888 | 45219.6068 | 15773.3122 | 29446.2946 |
Total P&L (%) | 40.9522 | 15.4524 | 25.4998 | 45.2196 | 15.7733 | 29.4463 |
Avg Daily Profit (%) | 0.7863 | 0.2967 | 0.4896 | 0.7189 | 0.2816 | 0.4968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22676 | -22444 | -7235 | -31266 | -30368 | -9431 |
Profit Factor | 1.3874 | 1.2595 | 1.5525 | 1.3246 | 1.1992 | 1.49 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 59.5506 | 57.3034 | 61.7978 | 59.5506 | 57.3034 | 61.7978 |
Ratio Avg Win / Avg Loss | 0.9424 | 0.9384 | 0.9597 | 0.8998 | 0.8935 | 0.9211 |
Largest Winning Trade | 6270 | 6270 | 5779 | 8738 | 8738 | 5626 |
Largest Losing Trade | -11348 | -11348 | -4767 | -16121 | -16121 | -6326 |
Avg Bars in Trades | 132 | 132 | 131 | 132 | 132 | 131 |
Avg Bars in Winners | 100 | 93 | 106 | 100 | 93 | 106 |
Avg Bars in Losers | 179 | 184 | 172 | 179 | 184 | 172 |
Bars Traded | 23548 | 11803 | 11745 | 23548 | 11803 | 11745 |
Profit Streak | 3.2331 | 0 | 3.2352 | 3.2331 | 0 | 3.2352 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310737 | -4729 | 191922 | 289838 | -5923 | 183010 |
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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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