Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45657.8056 | 16471.6487 | 29186.1569 | 51687.1248 | 15011.7225 | 36675.4023 |
Total P&L (%) | 45.6578 | 16.4716 | 29.1862 | 51.6871 | 15.0117 | 36.6754 |
Avg Daily Profit (%) | 0.8767 | 0.3163 | 0.5604 | 0.8032 | 0.2689 | 0.6017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20031 | -21822 | -5333 | -29346 | -31730 | -7014 |
Profit Factor | 1.525 | 1.3079 | 1.872 | 1.4169 | 1.1936 | 1.7901 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 58.0882 | 55.8824 | 60.2941 | 58.0882 | 55.8824 | 60.2941 |
Ratio Avg Win / Avg Loss | 1.1003 | 1.0325 | 1.2328 | 1.0223 | 0.9423 | 1.1788 |
Largest Winning Trade | 9264 | 9264 | 7765 | 9463 | 9463 | 8667 |
Largest Losing Trade | -10012 | -10012 | -4103 | -15098 | -15098 | -5747 |
Avg Bars in Trades | 175 | 180 | 170 | 175 | 180 | 170 |
Avg Bars in Winners | 134 | 122 | 144 | 134 | 122 | 144 |
Avg Bars in Losers | 232 | 253 | 209 | 232 | 253 | 209 |
Bars Traded | 23855 | 12264 | 11591 | 23855 | 12264 | 11591 |
Profit Streak | 1.3191 | 0 | 1.8733 | 1.3191 | 0 | 1.8733 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332732 | -110969 | -101852 | 324613 | -121755 | -101269 |
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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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