Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83708.9365 | 51155.0442 | 32553.8922 | 80033.4853 | 84457.8267 | -4424.3414 |
Total P&L (%) | 83.7089 | 51.155 | 32.5539 | 80.0335 | 84.4578 | -4.4243 |
Avg Daily Profit (%) | 0.6026 | 0.3683 | 0.2344 | 0.4242 | 0.4417 | -0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42070 | -17852 | -36315 | -81719 | -19372 | -87155 |
Profit Factor | 1.4444 | 1.6428 | 1.2993 | 1.2667 | 1.8026 | 0.9773 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 68.6567 | 64.1791 | 73.1343 | 68.6567 | 64.1791 | 73.1343 |
Ratio Avg Win / Avg Loss | 0.6594 | 0.9169 | 0.4773 | 0.5783 | 1.0061 | 0.359 |
Largest Winning Trade | 12395 | 8759 | 12395 | 16905 | 11830 | 16905 |
Largest Losing Trade | -36315 | -12624 | -36315 | -74228 | -15322 | -74228 |
Avg Bars in Trades | 97 | 100 | 93 | 97 | 100 | 93 |
Avg Bars in Winners | 69 | 72 | 66 | 69 | 72 | 66 |
Avg Bars in Losers | 158 | 152 | 167 | 158 | 152 | 167 |
Bars Traded | 13029 | 6746 | 6283 | 13029 | 6746 | 6283 |
Profit Streak | 127.9576 | 128.0201 | 127.9576 | 127.9576 | 128.0201 | 127.9576 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457399 | -107528 | -111452 | 363386 | -103669 | -695673 |
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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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