Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68476.2184 | 33568.9618 | 34907.2565 | 37473.4597 | 19975.8971 | 17497.5626 |
Total P&L (%) | 68.4762 | 33.569 | 34.9073 | 37.4735 | 19.9759 | 17.4976 |
Avg Daily Profit (%) | 0.2629 | 0.1289 | 0.134 | 0.1223 | 0.07 | 0.0619 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45102 | -25287 | -50486 | -64529 | -36703 | -73082 |
Profit Factor | 1.3026 | 1.3395 | 1.274 | 1.1409 | 1.174 | 1.1158 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 68.1319 | 66.6667 | 69.5652 | 68.1319 | 66.6667 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.6093 | 0.6697 | 0.5574 | 0.5337 | 0.587 | 0.4882 |
Largest Winning Trade | 16671 | 13009 | 16671 | 17164 | 15627 | 17164 |
Largest Losing Trade | -43061 | -17421 | -43061 | -58861 | -24801 | -58861 |
Avg Bars in Trades | 261 | 280 | 243 | 261 | 280 | 243 |
Avg Bars in Winners | 184 | 183 | 184 | 184 | 183 | 184 |
Avg Bars in Losers | 427 | 474 | 377 | 427 | 474 | 377 |
Bars Traded | 23830 | 12626 | 11204 | 23830 | 12626 | 11204 |
Profit Streak | 14.5673 | 25.484 | 14.5673 | 14.5673 | 25.484 | 14.5673 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325447 | -23218 | -16695 | -96830 | -135366 | -211794 |
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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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