Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93795.1206 | 35816.6209 | 57978.4997 | 127159.3385 | 51985.0805 | 75174.2581 |
Total P&L (%) | 93.7951 | 35.8166 | 57.9785 | 127.1593 | 51.9851 | 75.1743 |
Avg Daily Profit (%) | 0.3602 | 0.1375 | 0.2226 | 0.3156 | 0.1609 | 0.2155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34518 | -15550 | -23305 | -41020 | -18355 | -28118 |
Profit Factor | 1.7893 | 1.7103 | 1.8476 | 1.8177 | 1.8231 | 1.8141 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 68.8679 | 69.8113 | 67.9245 | 68.8679 | 69.8113 | 67.9245 |
Ratio Avg Win / Avg Loss | 0.8089 | 0.7396 | 0.8725 | 0.8217 | 0.7884 | 0.8566 |
Largest Winning Trade | 15532 | 15532 | 11797 | 20412 | 17955 | 20412 |
Largest Losing Trade | -21704 | -14692 | -21704 | -26574 | -15996 | -26574 |
Avg Bars in Trades | 230 | 153 | 307 | 230 | 153 | 307 |
Avg Bars in Winners | 185 | 121 | 251 | 185 | 121 | 251 |
Avg Bars in Losers | 328 | 227 | 424 | 328 | 227 | 424 |
Bars Traded | 24426 | 8146 | 16279 | 24426 | 8146 | 16279 |
Profit Streak | 4.2025 | 11.6192 | 4.2025 | 4.2025 | 11.6192 | 4.2025 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437149 | -188832 | -170518 | 425395 | -170507 | -169842 |
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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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