Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89612.3824 | 55720.1998 | 33892.1827 | 76004.7739 | 54058.1695 | 21946.6045 |
Total P&L (%) | 89.6124 | 55.7202 | 33.8922 | 76.0048 | 54.0582 | 21.9466 |
Avg Daily Profit (%) | 0.3441 | 0.214 | 0.1301 | 0.2173 | 0.1661 | 0.0762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59618 | -26561 | -58845 | -126812 | -54415 | -118568 |
Profit Factor | 1.2769 | 1.4854 | 1.1623 | 1.1352 | 1.2676 | 1.061 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 56.7442 | 54.6296 | 58.8785 | 56.7442 | 54.6296 | 58.8785 |
Ratio Avg Win / Avg Loss | 0.9734 | 1.2336 | 0.8118 | 0.8654 | 1.0527 | 0.741 |
Largest Winning Trade | 41187 | 41187 | 22389 | 43234 | 43234 | 33182 |
Largest Losing Trade | -20796 | -7043 | -20796 | -40660 | -15296 | -40660 |
Avg Bars in Trades | 114 | 40 | 188 | 114 | 40 | 188 |
Avg Bars in Winners | 100 | 39 | 158 | 100 | 39 | 158 |
Avg Bars in Losers | 131 | 42 | 231 | 131 | 42 | 231 |
Bars Traded | 24545 | 4397 | 20148 | 24545 | 4397 | 20148 |
Profit Streak | 7.829 | 18.5894 | 7.829 | 7.829 | 18.5894 | 7.829 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340422 | 306546 | -64624 | -63333 | 239905 | -250856 |
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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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