Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69184.445 | 43643.8982 | 25540.5468 | 44796.3023 | 56518.9564 | -11722.654 |
Total P&L (%) | 69.1844 | 43.6439 | 25.5405 | 44.7963 | 56.519 | -11.7227 |
Avg Daily Profit (%) | 0.4981 | 0.3142 | 0.1839 | 0.2668 | 0.323 | -0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39070 | -23475 | -39070 | -60891 | -28397 | -74918 |
Profit Factor | 1.306 | 1.4587 | 1.195 | 1.1537 | 1.5376 | 0.9371 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 68.8889 | 67.6471 | 70.1493 | 68.8889 | 67.6471 | 70.1493 |
Ratio Avg Win / Avg Loss | 0.5898 | 0.6976 | 0.5085 | 0.521 | 0.7354 | 0.3987 |
Largest Winning Trade | 12270 | 12270 | 10222 | 15149 | 15149 | 13098 |
Largest Losing Trade | -39070 | -14239 | -39070 | -60891 | -14279 | -60891 |
Avg Bars in Trades | 97 | 96 | 99 | 97 | 96 | 99 |
Avg Bars in Winners | 74 | 76 | 71 | 74 | 76 | 71 |
Avg Bars in Losers | 150 | 138 | 163 | 150 | 138 | 163 |
Bars Traded | 13192 | 6557 | 6635 | 13192 | 6557 | 6635 |
Profit Streak | 143.5886 | 143.5886 | 144.7969 | 143.5886 | 143.5886 | 144.7969 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399616 | -101205 | -118139 | -44152 | -99648 | -695245 |
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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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