Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61672.8075 | 38688.0728 | 22984.7347 | 70928.3959 | 29736.4007 | 41191.9952 |
Total P&L (%) | 61.6728 | 38.6881 | 22.9847 | 70.9284 | 29.7364 | 41.192 |
Avg Daily Profit (%) | 0.7104 | 0.4457 | 0.2648 | 0.6194 | 0.3003 | 0.3982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29699 | -20192 | -21974 | -46761 | -38641 | -33504 |
Profit Factor | 1.4888 | 1.5886 | 1.3803 | 1.3596 | 1.2641 | 1.4867 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 65.1852 | 67.1642 | 63.2353 | 65.1852 | 67.1642 | 63.2353 |
Ratio Avg Win / Avg Loss | 0.7951 | 0.7766 | 0.8025 | 0.7261 | 0.618 | 0.8643 |
Largest Winning Trade | 12820 | 12820 | 6197 | 12488 | 12488 | 7954 |
Largest Losing Trade | -11889 | -11200 | -11889 | -22235 | -22235 | -17120 |
Avg Bars in Trades | 181 | 176 | 185 | 181 | 176 | 185 |
Avg Bars in Winners | 113 | 106 | 120 | 113 | 106 | 120 |
Avg Bars in Losers | 308 | 318 | 299 | 308 | 318 | 299 |
Bars Traded | 24455 | 11812 | 12643 | 24455 | 11812 | 12643 |
Profit Streak | 1.7657 | 1.7657 | 9.8907 | 1.7657 | 1.7657 | 9.8907 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357295 | -110687 | -105486 | 320856 | -114708 | -100913 |
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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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