Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69742.3793 | 40602.6925 | 29139.6868 | 53557.7844 | 23188.3579 | 30369.4265 |
Total P&L (%) | 69.7424 | 40.6027 | 29.1397 | 53.5578 | 23.1884 | 30.3694 |
Avg Daily Profit (%) | 0.2678 | 0.1559 | 0.1119 | 0.1648 | 0.0801 | 0.1019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59658 | -64441 | -16785 | -64724 | -65328 | -15396 |
Profit Factor | 1.2765 | 1.2473 | 1.3311 | 1.2251 | 1.1493 | 1.3679 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 51.1111 | 43.2836 | 58.8235 | 51.1111 | 43.2836 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.221 | 1.6343 | 0.9318 | 1.1719 | 1.5059 | 0.9575 |
Largest Winning Trade | 37097 | 37097 | 10047 | 41324 | 41324 | 10792 |
Largest Losing Trade | -15007 | -15007 | -10066 | -12117 | -12117 | -9331 |
Avg Bars in Trades | 181 | 303 | 62 | 181 | 303 | 62 |
Avg Bars in Winners | 210 | 421 | 57 | 210 | 421 | 57 |
Avg Bars in Losers | 152 | 213 | 68 | 152 | 213 | 68 |
Bars Traded | 24555 | 20330 | 4225 | 24555 | 20330 | 4225 |
Profit Streak | 23.4943 | 24.4631 | 23.4943 | 23.4943 | 24.4631 | 23.4943 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314517 | -113989 | -156590 | 232684 | -265915 | -169599 |
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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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