Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70487.7412 | 25735.4831 | 44752.2581 | 56111.6883 | 22508.867 | 33602.8213 |
Total P&L (%) | 70.4877 | 25.7355 | 44.7523 | 56.1117 | 22.5089 | 33.6028 |
Avg Daily Profit (%) | 0.2707 | 0.0988 | 0.1718 | 0.1712 | 0.078 | 0.1113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50986 | -29925 | -43541 | -64526 | -40810 | -58761 |
Profit Factor | 1.3257 | 1.2841 | 1.3556 | 1.206 | 1.2057 | 1.2062 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 64.5669 | 68.75 | 60.3175 | 64.5669 | 68.75 | 60.3175 |
Ratio Avg Win / Avg Loss | 0.7275 | 0.5837 | 0.8919 | 0.6618 | 0.548 | 0.7936 |
Largest Winning Trade | 16192 | 11735 | 16192 | 19105 | 10905 | 19105 |
Largest Losing Trade | -32570 | -16759 | -32570 | -46140 | -23196 | -46140 |
Avg Bars in Trades | 192 | 197 | 187 | 192 | 197 | 187 |
Avg Bars in Winners | 157 | 153 | 163 | 157 | 153 | 163 |
Avg Bars in Losers | 256 | 294 | 225 | 256 | 294 | 225 |
Bars Traded | 24464 | 12629 | 11835 | 24464 | 12629 | 11835 |
Profit Streak | 5.8174 | 6.4008 | 5.8174 | 5.8174 | 6.4008 | 5.8174 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331889 | -203192 | -141699 | 241607 | -233180 | -195382 |
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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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