Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99249.3779 | 57125.7987 | 42123.5792 | 101615.3145 | 77476.576 | 24138.7386 |
Total P&L (%) | 99.2494 | 57.1258 | 42.1236 | 101.6153 | 77.4766 | 24.1387 |
Avg Daily Profit (%) | 0.7145 | 0.4112 | 0.3032 | 0.5061 | 0.4138 | 0.1558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42360 | -20780 | -45144 | -61148 | -23250 | -68797 |
Profit Factor | 1.5691 | 1.8761 | 1.3857 | 1.449 | 2.0631 | 1.1573 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 75 | 72.4138 | 77.5862 | 75 | 72.4138 | 77.5862 |
Ratio Avg Win / Avg Loss | 0.523 | 0.7147 | 0.4003 | 0.483 | 0.7859 | 0.3343 |
Largest Winning Trade | 10243 | 8116 | 10243 | 15233 | 9134 | 15233 |
Largest Losing Trade | -42360 | -12882 | -42360 | -61148 | -16014 | -61148 |
Avg Bars in Trades | 112 | 107 | 116 | 112 | 107 | 116 |
Avg Bars in Winners | 86 | 83 | 89 | 86 | 83 | 89 |
Avg Bars in Losers | 188 | 171 | 210 | 188 | 171 | 210 |
Bars Traded | 13005 | 6253 | 6752 | 13005 | 6253 | 6752 |
Profit Streak | 136.2892 | 136.2892 | 141.133 | 136.2892 | 136.2892 | 141.133 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562957 | -168196 | -171371 | 472403 | -166954 | -222829 |
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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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