Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88971.7357 | 59101.7239 | 29870.0117 | 96384.3856 | 68117.0651 | 28267.3205 |
Total P&L (%) | 88.9717 | 59.1017 | 29.87 | 96.3844 | 68.1171 | 28.2673 |
Avg Daily Profit (%) | 0.3416 | 0.2269 | 0.1147 | 0.2595 | 0.1997 | 0.0956 |
Buy And Hold Return (%) | 11.3521 | 11.3521 | 11.3521 | 11.3521 | 11.3521 | 11.3521 |
Max Trade Drawdown | -26874 | -32193 | -33060 | -43000 | -46654 | -45846 |
Profit Factor | 1.4365 | 1.6529 | 1.2636 | 1.3552 | 1.5619 | 1.1883 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 66.9903 | 67.3077 | 66.6667 | 66.9903 | 67.3077 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7078 | 0.8028 | 0.6318 | 0.6678 | 0.7586 | 0.5942 |
Largest Winning Trade | 12496 | 12496 | 9763 | 15601 | 15601 | 11276 |
Largest Losing Trade | -26874 | -13897 | -26874 | -31747 | -19226 | -31747 |
Avg Bars in Trades | 237 | 238 | 237 | 237 | 238 | 237 |
Avg Bars in Winners | 173 | 185 | 160 | 173 | 185 | 160 |
Avg Bars in Losers | 369 | 347 | 391 | 369 | 347 | 391 |
Bars Traded | 24504 | 12414 | 12090 | 24504 | 12414 | 12090 |
Profit Streak | 17.6812 | 33.2228 | 17.6812 | 17.6812 | 33.2228 | 17.6812 |
Trades During Streak | 7 | 7 | 3 | 7 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398987 | -170598 | -222932 | 355836 | -170637 | -261750 |
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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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