Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99904.2378 | 63801.3074 | 36102.9304 | 124423.4781 | 101779.2641 | 22644.2141 |
Total P&L (%) | 99.9042 | 63.8013 | 36.1029 | 124.4235 | 101.7793 | 22.6442 |
Avg Daily Profit (%) | 0.3836 | 0.245 | 0.1386 | 0.3109 | 0.2699 | 0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25008 | -21493 | -25332 | -61711 | -25784 | -58834 |
Profit Factor | 1.481 | 1.6406 | 1.3339 | 1.3431 | 1.5958 | 1.118 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 46.9565 | 47.3684 | 46.5517 | 46.9565 | 47.3684 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.673 | 1.8229 | 1.5316 | 1.5172 | 1.7731 | 1.2837 |
Largest Winning Trade | 16944 | 16512 | 16944 | 27246 | 27246 | 22185 |
Largest Losing Trade | -10052 | -7046 | -10052 | -17704 | -17570 | -17704 |
Avg Bars in Trades | 212 | 221 | 204 | 212 | 221 | 204 |
Avg Bars in Winners | 271 | 283 | 259 | 271 | 283 | 259 |
Avg Bars in Losers | 161 | 165 | 157 | 161 | 165 | 157 |
Bars Traded | 24481 | 12602 | 11879 | 24481 | 12602 | 11879 |
Profit Streak | 7.5221 | 8.6263 | 7.5221 | 7.5221 | 8.6263 | 7.5221 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372937 | -171104 | -191241 | 320213 | -170582 | -366191 |
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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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