Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54749.4049 | 36232.7472 | 18516.6577 | 31813.7395 | 33471.542 | -1657.8025 |
Total P&L (%) | 54.7494 | 36.2327 | 18.5167 | 31.8137 | 33.4715 | -1.6578 |
Avg Daily Profit (%) | 0.3941 | 0.2608 | 0.1333 | 0.199 | 0.2081 | -0.012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37427 | -32103 | -38164 | -40990 | -29398 | -41357 |
Profit Factor | 1.298 | 1.4475 | 1.1802 | 1.1721 | 1.443 | 0.9848 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 66.6667 | 67.4419 | 65.9091 | 66.6667 | 67.4419 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.649 | 0.6988 | 0.6105 | 0.5861 | 0.6966 | 0.5094 |
Largest Winning Trade | 16329 | 16329 | 15075 | 18937 | 18937 | 10818 |
Largest Losing Trade | -34538 | -27244 | -34538 | -37589 | -25382 | -37589 |
Avg Bars in Trades | 147 | 144 | 149 | 147 | 144 | 149 |
Avg Bars in Winners | 128 | 120 | 136 | 128 | 120 | 136 |
Avg Bars in Losers | 184 | 195 | 174 | 184 | 195 | 174 |
Bars Traded | 12807 | 6219 | 6588 | 12807 | 6219 | 6588 |
Profit Streak | 128.6503 | 128.6503 | 138.1295 | 128.6503 | 128.6503 | 138.1295 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320735 | 216010 | -45207 | -25949 | 189952 | -579087 |
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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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