Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76969.3088 | 29326.7981 | 47642.5106 | 54326.6575 | 24839.6718 | 29486.9857 |
Total P&L (%) | 76.9693 | 29.3268 | 47.6425 | 54.3267 | 24.8397 | 29.487 |
Avg Daily Profit (%) | 0.2956 | 0.1126 | 0.1829 | 0.1668 | 0.0852 | 0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64231 | -23699 | -65952 | -136864 | -59525 | -133895 |
Profit Factor | 1.2576 | 1.2057 | 1.305 | 1.0965 | 1.0951 | 1.0978 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 133 | 58 | 75 | 133 | 58 | 75 |
Losing Trades | 70 | 44 | 26 | 70 | 44 | 26 |
Profitability (%) | 65.5172 | 56.8627 | 74.2574 | 65.5172 | 56.8627 | 74.2574 |
Ratio Avg Win / Avg Loss | 0.6619 | 0.9147 | 0.4524 | 0.5771 | 0.8308 | 0.3806 |
Largest Winning Trade | 15931 | 15931 | 13557 | 26589 | 26589 | 17628 |
Largest Losing Trade | -44203 | -16450 | -44203 | -88808 | -35944 | -88808 |
Avg Bars in Trades | 120 | 130 | 111 | 120 | 130 | 111 |
Avg Bars in Winners | 75 | 67 | 82 | 75 | 67 | 82 |
Avg Bars in Losers | 206 | 212 | 196 | 206 | 212 | 196 |
Bars Traded | 24547 | 13272 | 11275 | 24547 | 13272 | 11275 |
Profit Streak | 4.6979 | 4.6979 | 14.9687 | 4.6979 | 4.6979 | 14.9687 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348602 | -47445 | 278789 | -106644 | -199879 | -174897 |
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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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