Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47523.5155 | 18199.5443 | 29323.9712 | 54833.881 | 19006.266 | 35827.615 |
Total P&L (%) | 47.5235 | 18.1995 | 29.324 | 54.8339 | 19.0063 | 35.8276 |
Avg Daily Profit (%) | 0.9125 | 0.3495 | 0.5631 | 0.843 | 0.3347 | 0.5897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24313 | -22665 | -8110 | -38473 | -34397 | -13186 |
Profit Factor | 1.4701 | 1.3201 | 1.6629 | 1.3656 | 1.2241 | 1.5497 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 59.8765 | 55.5556 | 64.1975 | 59.8765 | 55.5556 | 64.1975 |
Ratio Avg Win / Avg Loss | 0.9851 | 1.0561 | 0.9274 | 0.9151 | 0.9793 | 0.8643 |
Largest Winning Trade | 5137 | 5137 | 4094 | 8231 | 8231 | 5212 |
Largest Losing Trade | -10201 | -10201 | -4389 | -16063 | -16063 | -7339 |
Avg Bars in Trades | 145 | 149 | 142 | 145 | 149 | 142 |
Avg Bars in Winners | 101 | 95 | 107 | 101 | 95 | 107 |
Avg Bars in Losers | 211 | 216 | 205 | 211 | 216 | 205 |
Bars Traded | 23607 | 12079 | 11528 | 23607 | 12079 | 11528 |
Profit Streak | 2.6218 | 3.6739 | 2.6218 | 2.6218 | 3.6739 | 2.6218 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352662 | -12342 | -4918 | 347032 | -14184 | -5097 |
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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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