Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105507.3956 | 21877.0802 | 83630.3154 | 119483.1033 | 23713.2106 | 95769.8927 |
Total P&L (%) | 105.5074 | 21.8771 | 83.6303 | 119.4831 | 23.7132 | 95.7699 |
Avg Daily Profit (%) | 0.4051 | 0.084 | 0.3211 | 0.3023 | 0.0817 | 0.2583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52829 | -37444 | -32326 | -93673 | -57749 | -61867 |
Profit Factor | 1.4959 | 1.1875 | 1.8706 | 1.3293 | 1.1255 | 1.5508 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 64.7059 | 64.7059 | 64.7059 | 64.7059 | 64.7059 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.816 | 0.6477 | 1.0203 | 0.7251 | 0.6139 | 0.8459 |
Largest Winning Trade | 17944 | 9638 | 17944 | 24418 | 18550 | 24418 |
Largest Losing Trade | -25079 | -25079 | -20182 | -46216 | -46216 | -40704 |
Avg Bars in Trades | 239 | 274 | 205 | 239 | 274 | 205 |
Avg Bars in Winners | 157 | 165 | 149 | 157 | 165 | 149 |
Avg Bars in Losers | 390 | 473 | 307 | 390 | 473 | 307 |
Bars Traded | 24436 | 13981 | 10455 | 24436 | 13981 | 10455 |
Profit Streak | 5.4622 | 5.4622 | 16.9622 | 5.4622 | 5.4622 | 16.9622 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394148 | -281226 | -166969 | 325839 | -351242 | -169996 |
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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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