Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79571.2961 | 45823.9656 | 33747.3306 | 94337.8912 | 53842.8135 | 40495.0777 |
Total P&L (%) | 79.5713 | 45.824 | 33.7473 | 94.3379 | 53.8428 | 40.4951 |
Avg Daily Profit (%) | 0.6436 | 0.3706 | 0.2729 | 0.5388 | 0.349 | 0.2754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33721 | -23047 | -19335 | -71476 | -41436 | -36686 |
Profit Factor | 1.4786 | 1.5889 | 1.3816 | 1.3734 | 1.4631 | 1.2969 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 42.7419 | 45.1613 | 40.3226 | 42.7419 | 45.1613 | 40.3226 |
Ratio Avg Win / Avg Loss | 1.9808 | 1.9294 | 2.0448 | 1.8398 | 1.7766 | 1.9194 |
Largest Winning Trade | 17045 | 17045 | 13256 | 19449 | 19449 | 19056 |
Largest Losing Trade | -8254 | -4794 | -8254 | -18835 | -9392 | -18835 |
Avg Bars in Trades | 92 | 93 | 92 | 92 | 93 | 92 |
Avg Bars in Winners | 155 | 149 | 161 | 155 | 149 | 161 |
Avg Bars in Losers | 46 | 47 | 45 | 46 | 47 | 45 |
Bars Traded | 11531 | 5791 | 5740 | 11531 | 5791 | 5740 |
Profit Streak | 4.4175 | 8.0946 | 4.4175 | 4.4175 | 8.0946 | 4.4175 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375919 | -145721 | -152721 | 320535 | -146325 | -152618 |
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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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