Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65152.9562 | 41118.4806 | 24034.4756 | 47353.4126 | 35659.6004 | 11693.8123 |
Total P&L (%) | 65.153 | 41.1185 | 24.0345 | 47.3534 | 35.6596 | 11.6938 |
Avg Daily Profit (%) | 0.2502 | 0.1579 | 0.0923 | 0.149 | 0.1172 | 0.0425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56584 | -21195 | -62384 | -117828 | -46909 | -116550 |
Profit Factor | 1.2753 | 1.3346 | 1.2113 | 1.1135 | 1.1637 | 1.0586 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 71.2 | 65.0794 | 77.4194 | 71.2 | 65.0794 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.5159 | 0.7161 | 0.3533 | 0.4504 | 0.6244 | 0.3088 |
Largest Winning Trade | 15165 | 15165 | 8705 | 28067 | 28067 | 13171 |
Largest Losing Trade | -30181 | -17684 | -30181 | -47288 | -38949 | -47288 |
Avg Bars in Trades | 196 | 197 | 194 | 196 | 197 | 194 |
Avg Bars in Winners | 128 | 119 | 135 | 128 | 119 | 135 |
Avg Bars in Losers | 363 | 343 | 395 | 363 | 343 | 395 |
Bars Traded | 24502 | 12472 | 12030 | 24502 | 12472 | 12030 |
Profit Streak | 4.6406 | 4.6406 | 17.3489 | 4.6406 | 4.6406 | 17.3489 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324237 | -141509 | -226619 | -90101 | -226590 | -557496 |
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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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