Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92116.6849 | 10257.6855 | 81858.9994 | 93797.9188 | 7017.197 | 86780.7218 |
Total P&L (%) | 92.1167 | 10.2577 | 81.859 | 93.7979 | 7.0172 | 86.7807 |
Avg Daily Profit (%) | 0.3537 | 0.0394 | 0.3143 | 0.2544 | 0.026 | 0.2402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36352 | -16712 | -41207 | -111261 | -41244 | -106623 |
Profit Factor | 1.4276 | 1.1277 | 1.6059 | 1.1874 | 1.0414 | 1.2621 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 72.7273 | 72.1311 | 73.3333 | 72.7273 | 72.1311 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.5353 | 0.4357 | 0.584 | 0.4453 | 0.4024 | 0.459 |
Largest Winning Trade | 13773 | 9994 | 13773 | 25142 | 14887 | 25142 |
Largest Losing Trade | -28773 | -12554 | -28773 | -73473 | -28309 | -73473 |
Avg Bars in Trades | 197 | 43 | 354 | 197 | 43 | 354 |
Avg Bars in Winners | 117 | 22 | 213 | 117 | 22 | 213 |
Avg Bars in Losers | 411 | 99 | 743 | 411 | 99 | 743 |
Bars Traded | 23938 | 2676 | 21262 | 23938 | 2676 | 21262 |
Profit Streak | 4.5072 | 4.5072 | 8.0593 | 4.5072 | 4.5072 | 8.0593 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413305 | -539287 | -157087 | -4572 | -659963 | -159797 |
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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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