Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67484.9649 | 40011.6066 | 27473.3584 | 57147.0014 | 52120.7893 | 5026.2121 |
Total P&L (%) | 67.485 | 40.0116 | 27.4734 | 57.147 | 52.1208 | 5.0262 |
Avg Daily Profit (%) | 0.4858 | 0.288 | 0.1978 | 0.3259 | 0.3025 | 0.0353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31533 | -14575 | -39826 | -52300 | -16125 | -62269 |
Profit Factor | 1.4012 | 1.7456 | 1.2398 | 1.2645 | 1.8634 | 1.0323 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 73.0769 | 69.2308 | 76.9231 | 73.0769 | 69.2308 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.5162 | 0.7758 | 0.3719 | 0.4659 | 0.8282 | 0.3097 |
Largest Winning Trade | 9080 | 9080 | 9072 | 12914 | 10996 | 12914 |
Largest Losing Trade | -29769 | -12450 | -29769 | -49027 | -12586 | -49027 |
Avg Bars in Trades | 124 | 75 | 174 | 124 | 75 | 174 |
Avg Bars in Winners | 91 | 60 | 120 | 91 | 60 | 120 |
Avg Bars in Losers | 214 | 110 | 353 | 214 | 110 | 353 |
Bars Traded | 12988 | 3933 | 9055 | 12988 | 3933 | 9055 |
Profit Streak | 132.3633 | 133.6862 | 132.3633 | 132.3633 | 133.6862 | 132.3633 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440814 | -171243 | -174646 | 336749 | -169863 | -675140 |
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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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