Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71920.7413 | 38985.9121 | 32934.8293 | 92841.4872 | 46950.1217 | 45891.3656 |
Total P&L (%) | 71.9207 | 38.9859 | 32.9348 | 92.8415 | 46.9501 | 45.8914 |
Avg Daily Profit (%) | 0.1567 | 0.0849 | 0.0717 | 0.1431 | 0.0839 | 0.0823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37243 | -17797 | -24633 | -58891 | -27357 | -38179 |
Profit Factor | 1.882 | 2.064 | 1.7334 | 1.812 | 1.894 | 1.7423 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 78.7037 | 75.9259 | 81.4815 | 78.7037 | 75.9259 | 81.4815 |
Ratio Avg Win / Avg Loss | 0.5092 | 0.6544 | 0.394 | 0.4903 | 0.6005 | 0.396 |
Largest Winning Trade | 5280 | 5239 | 5280 | 9077 | 6999 | 9077 |
Largest Losing Trade | -18133 | -8638 | -18133 | -29764 | -13124 | -29764 |
Avg Bars in Trades | 92 | 89 | 96 | 92 | 89 | 96 |
Avg Bars in Winners | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Losers | 245 | 228 | 268 | 245 | 228 | 268 |
Bars Traded | 10022 | 4817 | 5205 | 10022 | 4817 | 5205 |
Profit Streak | 623.5355 | 623.5355 | 640.9938 | 623.5355 | 623.5355 | 640.9938 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467900 | -256853 | -274883 | 132139 | -257860 | -259629 |
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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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