Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64870.5595 | 44534.349 | 20336.2105 | 61828.7839 | 46801.4136 | 15027.3703 |
Total P&L (%) | 64.8706 | 44.5343 | 20.3362 | 61.8288 | 46.8014 | 15.0274 |
Avg Daily Profit (%) | 0.2491 | 0.171 | 0.0781 | 0.185 | 0.1475 | 0.0538 |
Buy And Hold Return (%) | 12.0182 | 12.0182 | 12.0182 | 12.0182 | 12.0182 | 12.0182 |
Max Trade Drawdown | -42039 | -31327 | -32722 | -43868 | -33674 | -33673 |
Profit Factor | 1.3771 | 1.5935 | 1.2097 | 1.3334 | 1.5858 | 1.1424 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 74.2268 | 73.4694 | 75 | 74.2268 | 73.4694 | 75 |
Ratio Avg Win / Avg Loss | 0.4782 | 0.5754 | 0.4032 | 0.463 | 0.5726 | 0.3808 |
Largest Winning Trade | 10377 | 10377 | 8870 | 11903 | 11903 | 8657 |
Largest Losing Trade | -26054 | -12660 | -26054 | -25855 | -12931 | -25855 |
Avg Bars in Trades | 252 | 262 | 243 | 252 | 262 | 243 |
Avg Bars in Winners | 137 | 141 | 132 | 137 | 141 | 132 |
Avg Bars in Losers | 586 | 595 | 575 | 586 | 595 | 575 |
Bars Traded | 24520 | 12838 | 11682 | 24520 | 12838 | 11682 |
Profit Streak | 10.7978 | 36.1728 | 10.7978 | 10.7978 | 36.1728 | 10.7978 |
Trades During Streak | 3 | 8 | 1 | 3 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348206 | 304996 | -97183 | 312798 | 184214 | -272001 |
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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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