Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43249.5272 | 28349.6403 | 14899.8869 | 25733.8433 | 31486.5886 | -5752.7453 |
Total P&L (%) | 43.2495 | 28.3496 | 14.8999 | 25.7338 | 31.4866 | -5.7527 |
Avg Daily Profit (%) | 0.3113 | 0.2041 | 0.1073 | 0.165 | 0.1973 | -0.0426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31510 | -28549 | -40781 | -42939 | -31851 | -62450 |
Profit Factor | 1.2617 | 1.4019 | 1.1573 | 1.1285 | 1.4058 | 0.9531 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 76.6129 | 70.9677 | 82.2581 | 76.6129 | 70.9677 | 82.2581 |
Ratio Avg Win / Avg Loss | 0.3851 | 0.5735 | 0.2496 | 0.3445 | 0.5751 | 0.2056 |
Largest Winning Trade | 7813 | 6105 | 7813 | 7776 | 6276 | 7776 |
Largest Losing Trade | -31510 | -19695 | -31510 | -42939 | -21049 | -42939 |
Avg Bars in Trades | 104 | 111 | 98 | 104 | 111 | 98 |
Avg Bars in Winners | 64 | 61 | 65 | 64 | 61 | 65 |
Avg Bars in Losers | 238 | 231 | 250 | 238 | 231 | 250 |
Bars Traded | 12998 | 6887 | 6111 | 12998 | 6887 | 6111 |
Profit Streak | 128.304 | 128.304 | 130.1998 | 128.304 | 128.304 | 130.1998 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305365 | -148846 | -263206 | -73356 | -148602 | -731671 |
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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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