Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86963.8204 | 34365.9941 | 52597.8263 | 101785.385 | 40065.9513 | 61719.4337 |
Total P&L (%) | 86.9638 | 34.366 | 52.5978 | 101.7854 | 40.066 | 61.7194 |
Avg Daily Profit (%) | 0.3339 | 0.132 | 0.202 | 0.2699 | 0.1295 | 0.1848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31877 | -27795 | -24183 | -49403 | -33203 | -39988 |
Profit Factor | 1.551 | 1.4239 | 1.6852 | 1.4176 | 1.334 | 1.4987 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 67.2 | 68.254 | 66.129 | 67.2 | 68.254 | 66.129 |
Ratio Avg Win / Avg Loss | 0.757 | 0.6623 | 0.8632 | 0.6919 | 0.6205 | 0.7676 |
Largest Winning Trade | 13873 | 13873 | 10605 | 14355 | 11906 | 14355 |
Largest Losing Trade | -27795 | -27795 | -18417 | -33203 | -33203 | -29366 |
Avg Bars in Trades | 196 | 140 | 253 | 196 | 140 | 253 |
Avg Bars in Winners | 148 | 112 | 187 | 148 | 112 | 187 |
Avg Bars in Losers | 294 | 200 | 383 | 294 | 200 | 383 |
Bars Traded | 24570 | 8830 | 15740 | 24570 | 8830 | 15740 |
Profit Streak | 5.7556 | 13.6827 | 5.7556 | 5.7556 | 13.6827 | 5.7556 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417564 | -164483 | -145000 | 368540 | -167854 | -145323 |
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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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