Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75216.1848 | 13732.8031 | 61483.3816 | 77735.3381 | 10130.3547 | 67604.9834 |
Total P&L (%) | 75.2162 | 13.7328 | 61.4834 | 77.7353 | 10.1304 | 67.605 |
Avg Daily Profit (%) | 0.2888 | 0.0527 | 0.2361 | 0.2211 | 0.0371 | 0.1985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30788 | -26456 | -20960 | -61390 | -44836 | -39016 |
Profit Factor | 1.3487 | 1.0943 | 1.8769 | 1.2284 | 1.046 | 1.5616 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 68.4211 | 65.1515 | 71.6418 | 68.4211 | 65.1515 | 71.6418 |
Ratio Avg Win / Avg Loss | 0.6225 | 0.5853 | 0.743 | 0.5669 | 0.5595 | 0.6181 |
Largest Winning Trade | 14460 | 14460 | 6737 | 20938 | 20938 | 11204 |
Largest Losing Trade | -17095 | -15802 | -17095 | -31558 | -22900 | -31558 |
Avg Bars in Trades | 181 | 186 | 176 | 181 | 186 | 176 |
Avg Bars in Winners | 115 | 102 | 128 | 115 | 102 | 128 |
Avg Bars in Losers | 324 | 345 | 300 | 324 | 345 | 300 |
Bars Traded | 24189 | 12331 | 11858 | 24189 | 12331 | 11858 |
Profit Streak | 7.6681 | 15.0119 | 7.6681 | 7.6681 | 15.0119 | 7.6681 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344811 | -412717 | -106446 | 297504 | -598784 | -107128 |
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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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