Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101033.0714 | 61251.1853 | 39781.8861 | 137292.2132 | 74156.8092 | 63135.404 |
Total P&L (%) | 101.0331 | 61.2512 | 39.7819 | 137.2922 | 74.1568 | 63.1354 |
Avg Daily Profit (%) | 1.1638 | 0.7056 | 0.4583 | 1.0004 | 0.6411 | 0.5654 |
Buy And Hold Return (%) | 28.356 | 28.356 | 28.356 | 28.356 | 28.356 | 28.356 |
Max Trade Drawdown | -26897 | -18971 | -13770 | -28897 | -20086 | -14888 |
Profit Factor | 1.9277 | 2.3034 | 1.6425 | 2.1357 | 2.4605 | 1.9005 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Profitability (%) | 38.3117 | 40.2597 | 36.3636 | 38.3117 | 40.2597 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.1039 | 3.4179 | 2.8745 | 3.4388 | 3.651 | 3.3258 |
Largest Winning Trade | 35550 | 35550 | 35010 | 61534 | 40250 | 61534 |
Largest Losing Trade | -5966 | -2227 | -5966 | -10368 | -2696 | -10368 |
Avg Bars in Trades | 159 | 153 | 164 | 159 | 153 | 164 |
Avg Bars in Winners | 305 | 300 | 311 | 305 | 300 | 311 |
Avg Bars in Losers | 68 | 55 | 80 | 68 | 55 | 80 |
Bars Traded | 24490 | 11856 | 12633 | 24490 | 11856 | 12633 |
Profit Streak | 5.6124 | 7.4736 | 5.6124 | 5.6124 | 7.4736 | 5.6124 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363107 | -35345 | -75510 | 413366 | -33224 | -39059 |
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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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