Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41831.2236 | 24856.956 | 16974.2676 | 40935.731 | 22189.222 | 18746.509 |
Total P&L (%) | 41.8312 | 24.857 | 16.9743 | 40.9357 | 22.1892 | 18.7465 |
Avg Daily Profit (%) | 0.8032 | 0.4773 | 0.3259 | 0.661 | 0.3855 | 0.3305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23624 | -19266 | -10547 | -30414 | -24992 | -12059 |
Profit Factor | 1.2724 | 1.2697 | 1.2764 | 1.2207 | 1.2001 | 1.2513 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 46.0396 | 46.5347 | 45.5446 | 46.0396 | 46.5347 | 45.5446 |
Ratio Avg Win / Avg Loss | 1.4913 | 1.4588 | 1.5262 | 1.4307 | 1.3788 | 1.4961 |
Largest Winning Trade | 15237 | 15237 | 10463 | 15853 | 15853 | 13442 |
Largest Losing Trade | -7987 | -7987 | -4580 | -10760 | -10760 | -5098 |
Avg Bars in Trades | 121 | 127 | 114 | 121 | 127 | 114 |
Avg Bars in Winners | 139 | 131 | 148 | 139 | 131 | 148 |
Avg Bars in Losers | 105 | 124 | 86 | 105 | 124 | 86 |
Bars Traded | 24488 | 12880 | 11608 | 24488 | 12880 | 11608 |
Profit Streak | 11.9925 | 12.0466 | 11.9925 | 11.9925 | 12.0466 | 11.9925 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329571 | 114197 | -2331 | 272470 | 6624 | -2653 |
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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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