Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35489.2286 | 1279.6669 | 34209.5617 | 37545.5472 | -1573.6932 | 39119.2404 |
Total P&L (%) | 35.4892 | 1.2797 | 34.2096 | 37.5455 | -1.5737 | 39.1192 |
Avg Daily Profit (%) | 0.6814 | 0.0246 | 0.6569 | 0.614 | -0.0305 | 0.636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17941 | -17560 | -12283 | -25134 | -22819 | -16704 |
Profit Factor | 1.4008 | 1.0309 | 1.7255 | 1.3307 | 0.97 | 1.6409 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 56.7742 | 56.4103 | 57.1429 | 56.7742 | 56.4103 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0665 | 0.7966 | 1.2941 | 1.0131 | 0.7496 | 1.2307 |
Largest Winning Trade | 10492 | 10492 | 5712 | 11683 | 11683 | 7201 |
Largest Losing Trade | -8725 | -6189 | -8725 | -11641 | -8093 | -11641 |
Avg Bars in Trades | 152 | 60 | 245 | 152 | 60 | 245 |
Avg Bars in Winners | 114 | 51 | 177 | 114 | 51 | 177 |
Avg Bars in Losers | 201 | 72 | 335 | 201 | 72 | 335 |
Bars Traded | 23613 | 4716 | 18897 | 23613 | 4716 | 18897 |
Profit Streak | 11.0384 | 11.0384 | 11.1738 | 11.0384 | 11.0384 | 11.1738 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379423 | -548775 | -31225 | 349826 | -615543 | -31130 |
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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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