Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61472.9229 | 14823.5665 | 46649.3564 | 59650.5382 | 15846.7408 | 43803.7974 |
Total P&L (%) | 61.4729 | 14.8236 | 46.6494 | 59.6505 | 15.8467 | 43.8038 |
Avg Daily Profit (%) | 0.2361 | 0.0569 | 0.1791 | 0.1798 | 0.0565 | 0.1396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27764 | -21303 | -24090 | -43416 | -24798 | -39183 |
Profit Factor | 1.3564 | 1.1642 | 1.5674 | 1.2387 | 1.1293 | 1.3443 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 74.0458 | 66.6667 | 81.5385 | 74.0458 | 66.6667 | 81.5385 |
Ratio Avg Win / Avg Loss | 0.4754 | 0.5821 | 0.3549 | 0.4342 | 0.5646 | 0.3044 |
Largest Winning Trade | 9485 | 9371 | 9485 | 11996 | 10836 | 11996 |
Largest Losing Trade | -22895 | -21303 | -22895 | -35826 | -24798 | -35826 |
Avg Bars in Trades | 187 | 208 | 166 | 187 | 208 | 166 |
Avg Bars in Winners | 99 | 105 | 94 | 99 | 105 | 94 |
Avg Bars in Losers | 439 | 414 | 485 | 439 | 414 | 485 |
Bars Traded | 24561 | 13750 | 10811 | 24561 | 13750 | 10811 |
Profit Streak | 3.8007 | 3.8007 | 18.1028 | 3.8007 | 3.8007 | 18.1028 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323331 | -297568 | -121699 | 275775 | -330509 | -137438 |
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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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