Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50348.5091 | 32457.0979 | 17891.4112 | 30609.7436 | 39131.3294 | -8521.5858 |
Total P&L (%) | 50.3485 | 32.4571 | 17.8914 | 30.6097 | 39.1313 | -8.5216 |
Avg Daily Profit (%) | 0.3625 | 0.2337 | 0.1288 | 0.1924 | 0.238 | -0.0641 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35820 | -25975 | -40684 | -45310 | -22201 | -57645 |
Profit Factor | 1.2578 | 1.4066 | 1.1549 | 1.1355 | 1.4783 | 0.9408 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 102 | 47 | 55 | 102 | 47 | 55 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 73.913 | 68.1159 | 79.7101 | 73.913 | 68.1159 | 79.7101 |
Ratio Avg Win / Avg Loss | 0.4439 | 0.6584 | 0.294 | 0.4008 | 0.692 | 0.2395 |
Largest Winning Trade | 10426 | 7356 | 10426 | 10761 | 8076 | 10761 |
Largest Losing Trade | -29522 | -15017 | -29522 | -43474 | -13178 | -43474 |
Avg Bars in Trades | 94 | 90 | 97 | 94 | 90 | 97 |
Avg Bars in Winners | 60 | 51 | 68 | 60 | 51 | 68 |
Avg Bars in Losers | 188 | 174 | 211 | 188 | 174 | 211 |
Bars Traded | 12992 | 6272 | 6720 | 12992 | 6272 | 6720 |
Profit Streak | 134.7905 | 134.7905 | 137.8321 | 134.7905 | 134.7905 | 137.8321 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323687 | -95677 | -179365 | -65488 | -94608 | -679005 |
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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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