Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64132.1709 | 22098.7962 | 42033.3748 | 25205.3605 | 32004.6808 | -6799.3202 |
Total P&L (%) | 64.1322 | 22.0988 | 42.0334 | 25.2054 | 32.0047 | -6.7993 |
Avg Daily Profit (%) | 0.2463 | 0.0849 | 0.1614 | 0.0864 | 0.1067 | -0.027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63977 | -22926 | -55683 | -141510 | -36208 | -138182 |
Profit Factor | 1.2832 | 1.2136 | 1.3419 | 1.0616 | 1.2023 | 0.9729 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 66.6667 | 63.2653 | 70 | 66.6667 | 63.2653 | 70 |
Ratio Avg Win / Avg Loss | 0.6416 | 0.7046 | 0.5751 | 0.5308 | 0.6981 | 0.417 |
Largest Winning Trade | 20983 | 10267 | 20983 | 28205 | 16696 | 28205 |
Largest Losing Trade | -48334 | -17716 | -48334 | -122109 | -33687 | -122109 |
Avg Bars in Trades | 250 | 252 | 248 | 250 | 252 | 248 |
Avg Bars in Winners | 155 | 124 | 183 | 155 | 124 | 183 |
Avg Bars in Losers | 439 | 472 | 400 | 439 | 472 | 400 |
Bars Traded | 24774 | 12364 | 12410 | 24774 | 12364 | 12410 |
Profit Streak | 7.7994 | 7.7994 | 19.3931 | 7.7994 | 7.7994 | 19.3931 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320452 | -85706 | -173368 | -232693 | -54122 | -758069 |
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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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