Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101003.7246 | 58369.7312 | 42633.9934 | 110414.2126 | 87036.7714 | 23377.4413 |
Total P&L (%) | 101.0037 | 58.3697 | 42.634 | 110.4142 | 87.0368 | 23.3774 |
Avg Daily Profit (%) | 0.7271 | 0.4202 | 0.3069 | 0.537 | 0.4518 | 0.1513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44383 | -23746 | -41755 | -71299 | -33267 | -71381 |
Profit Factor | 1.5197 | 1.7129 | 1.379 | 1.3979 | 1.8799 | 1.1309 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 70.4918 | 70.4918 | 70.4918 | 70.4918 | 70.4918 | 70.4918 |
Ratio Avg Win / Avg Loss | 0.6361 | 0.717 | 0.5773 | 0.5851 | 0.7869 | 0.4734 |
Largest Winning Trade | 16268 | 16268 | 10954 | 20425 | 20425 | 13281 |
Largest Losing Trade | -32396 | -15725 | -32396 | -56446 | -21387 | -56446 |
Avg Bars in Trades | 106 | 104 | 108 | 106 | 104 | 108 |
Avg Bars in Winners | 85 | 86 | 84 | 85 | 86 | 84 |
Avg Bars in Losers | 157 | 149 | 165 | 157 | 149 | 165 |
Bars Traded | 12995 | 6393 | 6602 | 12995 | 6393 | 6602 |
Profit Streak | 132.1343 | 136.8114 | 132.1343 | 132.1343 | 136.8114 | 132.1343 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522063 | -150193 | -154398 | 436752 | -148826 | -235499 |
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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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