Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62186.9916 | 26620.1545 | 35566.8371 | 78928.9024 | 30472.4991 | 48456.4032 |
Total P&L (%) | 62.187 | 26.6202 | 35.5668 | 78.9289 | 30.4725 | 48.4564 |
Avg Daily Profit (%) | 1.1941 | 0.5111 | 0.6829 | 1.1234 | 0.512 | 0.7616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11618 | -15653 | -8334 | -17490 | -21732 | -12399 |
Profit Factor | 1.6916 | 1.4583 | 2.1171 | 1.5972 | 1.3545 | 2.0487 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 63.6364 | 59.0164 | 68.3333 | 63.6364 | 59.0164 | 68.3333 |
Ratio Avg Win / Avg Loss | 0.9666 | 1.0127 | 0.9811 | 0.9127 | 0.9406 | 0.9494 |
Largest Winning Trade | 7354 | 7354 | 6128 | 8189 | 8189 | 7828 |
Largest Losing Trade | -7469 | -7469 | -5633 | -10312 | -10312 | -7390 |
Avg Bars in Trades | 202 | 207 | 196 | 202 | 207 | 196 |
Avg Bars in Winners | 155 | 148 | 161 | 155 | 148 | 161 |
Avg Bars in Losers | 284 | 293 | 272 | 284 | 293 | 272 |
Bars Traded | 24489 | 12685 | 11804 | 24489 | 12685 | 11804 |
Profit Streak | 13.6882 | 13.6882 | 14.6132 | 13.6882 | 13.6882 | 14.6132 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507851 | -154048 | -157889 | 517405 | -155999 | -156203 |
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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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