Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72803.5565 | 14290.3138 | 58513.2427 | 89894.0522 | 21757.8407 | 68136.2115 |
Total P&L (%) | 72.8036 | 14.2903 | 58.5132 | 89.8941 | 21.7578 | 68.1362 |
Avg Daily Profit (%) | 0.2796 | 0.0549 | 0.2247 | 0.2466 | 0.0756 | 0.1997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20380 | -5429 | -16797 | -37131 | -7514 | -30607 |
Profit Factor | 1.7937 | 1.5008 | 1.9259 | 1.6472 | 1.5672 | 1.6776 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 53.5714 | 52.381 | 54.7619 | 53.5714 | 52.381 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.5545 | 1.3644 | 1.591 | 1.4275 | 1.4247 | 1.3859 |
Largest Winning Trade | 13338 | 8665 | 13338 | 16217 | 13208 | 16217 |
Largest Losing Trade | -13734 | -6222 | -13734 | -25123 | -6222 | -25123 |
Avg Bars in Trades | 270 | 37 | 502 | 270 | 37 | 502 |
Avg Bars in Winners | 274 | 48 | 490 | 274 | 48 | 490 |
Avg Bars in Losers | 265 | 24 | 517 | 265 | 24 | 517 |
Bars Traded | 22682 | 1568 | 21114 | 22682 | 1568 | 21114 |
Profit Streak | 22.9702 | 50.0223 | 22.9702 | 22.9702 | 50.0223 | 22.9702 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450103 | -150123 | 396960 | 389769 | -95467 | 355128 |
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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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