Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97892.6976 | 30667.5365 | 67225.1611 | 70034.4104 | 11181.0902 | 58853.3202 |
Total P&L (%) | 97.8927 | 30.6675 | 67.2252 | 70.0344 | 11.1811 | 58.8533 |
Avg Daily Profit (%) | 0.188 | 0.0589 | 0.1291 | 0.102 | 0.0204 | 0.0889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78967 | -56016 | -59874 | -77380 | -60762 | -46987 |
Profit Factor | 1.3617 | 1.2158 | 1.5229 | 1.3158 | 1.0893 | 1.61 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 75.2688 | 71.7391 | 78.7234 | 75.2688 | 71.7391 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.4474 | 0.479 | 0.4116 | 0.4323 | 0.4291 | 0.4351 |
Largest Winning Trade | 13375 | 13375 | 13189 | 11881 | 11881 | 10350 |
Largest Losing Trade | -41519 | -21972 | -41519 | -31785 | -22129 | -31785 |
Avg Bars in Trades | 260 | 285 | 235 | 260 | 285 | 235 |
Avg Bars in Winners | 141 | 136 | 146 | 141 | 136 | 146 |
Avg Bars in Losers | 620 | 664 | 563 | 620 | 664 | 563 |
Bars Traded | 24193 | 13138 | 11056 | 24193 | 13138 | 11056 |
Profit Streak | 22.9772 | 22.9772 | 66.4147 | 22.9772 | 22.9772 | 66.4147 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399406 | -116085 | -16334 | -53547 | -415344 | -69966 |
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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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