Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117301.5001 | 49709.9325 | 67591.5677 | 104315.9636 | 42385.7751 | 61930.1885 |
Total P&L (%) | 117.3015 | 49.7099 | 67.5916 | 104.316 | 42.3858 | 61.9302 |
Avg Daily Profit (%) | 0.2252 | 0.0954 | 0.1298 | 0.1373 | 0.0679 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83666 | -49875 | -55857 | -129273 | -83564 | -96176 |
Profit Factor | 1.3711 | 1.3361 | 1.4018 | 1.2217 | 1.1932 | 1.2467 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 77.6978 | 76.8116 | 78.5714 | 77.6978 | 76.8116 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.3935 | 0.4033 | 0.3823 | 0.3507 | 0.3602 | 0.34 |
Largest Winning Trade | 16150 | 16150 | 9778 | 15972 | 15972 | 15130 |
Largest Losing Trade | -28129 | -27854 | -28129 | -42668 | -38125 | -42668 |
Avg Bars in Trades | 174 | 166 | 182 | 174 | 166 | 182 |
Avg Bars in Winners | 82 | 76 | 88 | 82 | 76 | 88 |
Avg Bars in Losers | 493 | 462 | 526 | 493 | 462 | 526 |
Bars Traded | 24207 | 11457 | 12750 | 24207 | 11457 | 12750 |
Profit Streak | 12.4898 | 24.5731 | 12.4898 | 12.4898 | 24.5731 | 12.4898 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429267 | -165577 | -110853 | -6592 | -211335 | -161766 |
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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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