Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35383.7871 | 11967.0235 | 23416.7636 | 38258.4877 | 11284.7138 | 26973.7739 |
Total P&L (%) | 35.3838 | 11.967 | 23.4168 | 38.2585 | 11.2847 | 26.9738 |
Avg Daily Profit (%) | 0.6794 | 0.2298 | 0.4496 | 0.624 | 0.2055 | 0.4596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19195 | -20254 | -6161 | -25665 | -26670 | -8053 |
Profit Factor | 1.4384 | 1.2554 | 1.6917 | 1.3646 | 1.1834 | 1.6213 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 64.6154 | 61.5385 | 67.6923 | 64.6154 | 61.5385 | 67.6923 |
Ratio Avg Win / Avg Loss | 0.7877 | 0.7846 | 0.8074 | 0.7473 | 0.7396 | 0.7738 |
Largest Winning Trade | 5494 | 5494 | 4079 | 7199 | 7199 | 4864 |
Largest Losing Trade | -10418 | -10418 | -3914 | -14059 | -14059 | -4877 |
Avg Bars in Trades | 181 | 186 | 176 | 181 | 186 | 176 |
Avg Bars in Winners | 128 | 119 | 137 | 128 | 119 | 137 |
Avg Bars in Losers | 277 | 293 | 258 | 277 | 293 | 258 |
Bars Traded | 23574 | 12097 | 11477 | 23574 | 12097 | 11477 |
Profit Streak | 9.8732 | 10.9169 | 9.8732 | 9.8732 | 10.9169 | 9.8732 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346898 | -229708 | -124653 | 322797 | -269714 | -123472 |
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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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