Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105073.4446 | 38809.4844 | 66263.9602 | 141127.7401 | 55482.0499 | 85645.6902 |
Total P&L (%) | 105.0734 | 38.8095 | 66.264 | 141.1277 | 55.4821 | 85.6457 |
Avg Daily Profit (%) | 0.4035 | 0.149 | 0.2545 | 0.3385 | 0.1696 | 0.2378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28428 | -22101 | -23536 | -50373 | -25243 | -41339 |
Profit Factor | 1.6365 | 1.4422 | 1.8571 | 1.5294 | 1.4113 | 1.6504 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 72.3577 | 67.2131 | 77.4194 | 72.3577 | 67.2131 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.6252 | 0.7035 | 0.5416 | 0.5843 | 0.6884 | 0.4814 |
Largest Winning Trade | 13803 | 8081 | 13803 | 17165 | 11356 | 17165 |
Largest Losing Trade | -23536 | -22101 | -23536 | -41339 | -25243 | -41339 |
Avg Bars in Trades | 199 | 207 | 192 | 199 | 207 | 192 |
Avg Bars in Winners | 122 | 117 | 126 | 122 | 117 | 126 |
Avg Bars in Losers | 403 | 391 | 419 | 403 | 391 | 419 |
Bars Traded | 24569 | 12646 | 11923 | 24569 | 12646 | 11923 |
Profit Streak | 12.1376 | 12.1376 | 24.8251 | 12.1376 | 12.1376 | 24.8251 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484638 | -156477 | -141893 | 446594 | -153840 | -142184 |
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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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