Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86870.9016 | 14546.5121 | 72324.3896 | 94024.3241 | 21567.9634 | 72456.3607 |
Total P&L (%) | 86.8709 | 14.5465 | 72.3244 | 94.0243 | 21.568 | 72.4564 |
Avg Daily Profit (%) | 0.3336 | 0.0559 | 0.2777 | 0.2548 | 0.075 | 0.2095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34743 | -28439 | -30351 | -48009 | -29490 | -42586 |
Profit Factor | 1.4252 | 1.1124 | 1.9653 | 1.3566 | 1.1369 | 1.6824 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 73.1092 | 71.1864 | 75 | 73.1092 | 71.1864 | 75 |
Ratio Avg Win / Avg Loss | 0.5242 | 0.4503 | 0.6551 | 0.499 | 0.4602 | 0.5608 |
Largest Winning Trade | 10360 | 10360 | 9955 | 13636 | 13636 | 9427 |
Largest Losing Trade | -25030 | -25030 | -22766 | -31304 | -25610 | -31304 |
Avg Bars in Trades | 206 | 214 | 198 | 206 | 214 | 198 |
Avg Bars in Winners | 139 | 133 | 145 | 139 | 133 | 145 |
Avg Bars in Losers | 389 | 416 | 358 | 389 | 416 | 358 |
Bars Traded | 24596 | 12679 | 11917 | 24596 | 12679 | 11917 |
Profit Streak | 6.3244 | 13.689 | 6.3244 | 6.3244 | 13.689 | 6.3244 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406981 | -414998 | -157401 | 367652 | -344012 | -158530 |
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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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