Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95286.9757 | 15850.5469 | 79436.4288 | 49400.6239 | 23116.0123 | 26284.6116 |
Total P&L (%) | 95.287 | 15.8505 | 79.4364 | 49.4006 | 23.116 | 26.2846 |
Avg Daily Profit (%) | 0.3659 | 0.0609 | 0.305 | 0.1543 | 0.0799 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112729 | -46724 | -76966 | -299893 | -109363 | -207961 |
Profit Factor | 1.2875 | 1.0883 | 1.523 | 1.0794 | 1.0778 | 1.0808 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 61.4815 | 52.9412 | 70.1493 | 61.4815 | 52.9412 | 70.1493 |
Ratio Avg Win / Avg Loss | 0.8066 | 0.9674 | 0.6481 | 0.6762 | 0.9581 | 0.4599 |
Largest Winning Trade | 26685 | 26685 | 22600 | 48772 | 34491 | 48772 |
Largest Losing Trade | -45756 | -24503 | -45756 | -116380 | -40036 | -116380 |
Avg Bars in Trades | 181 | 182 | 180 | 181 | 182 | 180 |
Avg Bars in Winners | 126 | 124 | 127 | 126 | 124 | 127 |
Avg Bars in Losers | 270 | 248 | 304 | 270 | 248 | 304 |
Bars Traded | 24515 | 12417 | 12098 | 24515 | 12417 | 12098 |
Profit Streak | 5.2015 | 5.2015 | 10.0557 | 5.2015 | 5.2015 | 10.0557 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342035 | -355395 | -105622 | -126921 | -336710 | -323959 |
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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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