Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71968.5006 | 44182.9616 | 27785.539 | 57655.3915 | 44396.8511 | 13258.5404 |
Total P&L (%) | 71.9685 | 44.183 | 27.7855 | 57.6554 | 44.3969 | 13.2585 |
Avg Daily Profit (%) | 0.5181 | 0.3181 | 0.2 | 0.3283 | 0.2648 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69418 | -18163 | -56620 | -71217 | -16410 | -62621 |
Profit Factor | 1.3169 | 1.4772 | 1.2066 | 1.2502 | 1.4911 | 1.0947 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 57.2464 | 57.971 | 56.5217 | 57.2464 | 57.971 | 56.5217 |
Ratio Avg Win / Avg Loss | 0.9835 | 1.071 | 0.9281 | 0.9337 | 1.081 | 0.8421 |
Largest Winning Trade | 16774 | 13504 | 16774 | 15076 | 13343 | 15076 |
Largest Losing Trade | -36224 | -7541 | -36224 | -40458 | -8562 | -40458 |
Avg Bars in Trades | 92 | 53 | 132 | 92 | 53 | 132 |
Avg Bars in Winners | 85 | 50 | 122 | 85 | 50 | 122 |
Avg Bars in Losers | 102 | 58 | 145 | 102 | 58 | 145 |
Bars Traded | 12815 | 3700 | 9116 | 12815 | 3700 | 9116 |
Profit Streak | 126.5639 | 127.3243 | 126.5639 | 126.5639 | 127.3243 | 126.5639 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350471 | -93522 | -99889 | 247749 | -93873 | -357747 |
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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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