Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50636.5217 | 33944.5633 | 16691.9584 | 35452.3105 | 28766.2118 | 6686.0987 |
Total P&L (%) | 50.6365 | 33.9446 | 16.692 | 35.4523 | 28.7662 | 6.6861 |
Avg Daily Profit (%) | 0.3645 | 0.2444 | 0.1202 | 0.2187 | 0.1822 | 0.0466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49252 | -36885 | -37133 | -50151 | -36491 | -31712 |
Profit Factor | 1.2943 | 1.4804 | 1.1647 | 1.2179 | 1.4327 | 1.0695 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 70.4762 | 69.8113 | 71.1538 | 70.4762 | 69.8113 | 71.1538 |
Ratio Avg Win / Avg Loss | 0.5422 | 0.6402 | 0.4722 | 0.5102 | 0.6196 | 0.4336 |
Largest Winning Trade | 14085 | 8721 | 14085 | 10330 | 10330 | 9429 |
Largest Losing Trade | -27196 | -19801 | -27196 | -27916 | -20620 | -27916 |
Avg Bars in Trades | 124 | 125 | 124 | 124 | 125 | 124 |
Avg Bars in Winners | 85 | 82 | 89 | 85 | 82 | 89 |
Avg Bars in Losers | 217 | 224 | 210 | 217 | 224 | 210 |
Bars Traded | 13090 | 6629 | 6461 | 13090 | 6629 | 6461 |
Profit Streak | 133.3094 | 133.3094 | 137.8198 | 133.3094 | 133.3094 | 137.8198 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326301 | -173125 | -260438 | 216522 | -174408 | -619908 |
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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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