Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96485.5013 | 32806.5757 | 63678.9256 | 82120.7948 | 12915.0166 | 69205.7782 |
Total P&L (%) | 96.4855 | 32.8066 | 63.6789 | 82.1208 | 12.915 | 69.2058 |
Avg Daily Profit (%) | 0.1853 | 0.063 | 0.1223 | 0.1152 | 0.0233 | 0.101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84268 | -53415 | -51371 | -85387 | -57952 | -46999 |
Profit Factor | 1.3883 | 1.2241 | 1.6239 | 1.3468 | 1.089 | 1.7552 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 71.4286 | 69.0476 | 73.8095 | 71.4286 | 69.0476 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.5553 | 0.5487 | 0.5762 | 0.5387 | 0.4882 | 0.6228 |
Largest Winning Trade | 23644 | 23644 | 11446 | 14692 | 14171 | 14692 |
Largest Losing Trade | -28268 | -28268 | -23259 | -27689 | -27689 | -21665 |
Avg Bars in Trades | 291 | 309 | 273 | 291 | 309 | 273 |
Avg Bars in Winners | 202 | 202 | 202 | 202 | 202 | 202 |
Avg Bars in Losers | 512 | 547 | 472 | 512 | 547 | 472 |
Bars Traded | 24473 | 12989 | 11485 | 24473 | 12989 | 11485 |
Profit Streak | 43.7275 | 51.9567 | 43.7275 | 43.7275 | 51.9567 | 43.7275 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390397 | -110243 | -25809 | -36149 | -357642 | -53495 |
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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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