Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65764.7383 | 19372.0053 | 46392.733 | 53801.0917 | 3831.1024 | 49969.9893 |
Total P&L (%) | 65.7647 | 19.372 | 46.3927 | 53.8011 | 3.8311 | 49.97 |
Avg Daily Profit (%) | 0.2525 | 0.0744 | 0.1781 | 0.1654 | 0.0144 | 0.1557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53746 | -37919 | -52236 | -115306 | -79237 | -85171 |
Profit Factor | 1.2466 | 1.1371 | 1.37 | 1.1135 | 1.015 | 1.2278 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 102 | 46 | 56 | 102 | 46 | 56 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 64.9682 | 58.2278 | 71.7949 | 64.9682 | 58.2278 | 71.7949 |
Ratio Avg Win / Avg Loss | 0.6722 | 0.8157 | 0.5382 | 0.6004 | 0.7282 | 0.4824 |
Largest Winning Trade | 16759 | 16759 | 10410 | 32446 | 32446 | 15300 |
Largest Losing Trade | -20924 | -14854 | -20924 | -33070 | -33070 | -32278 |
Avg Bars in Trades | 155 | 165 | 144 | 155 | 165 | 144 |
Avg Bars in Winners | 98 | 101 | 95 | 98 | 101 | 95 |
Avg Bars in Losers | 261 | 254 | 270 | 261 | 254 | 270 |
Bars Traded | 24365 | 13087 | 11278 | 24365 | 13087 | 11278 |
Profit Streak | 5.8213 | 5.8213 | 15.0921 | 5.8213 | 5.8213 | 15.0921 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322229 | -197772 | -26503 | -88029 | -570402 | -27245 |
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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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