Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101578.3965 | 66001.6925 | 35576.7041 | 88829.9852 | 46617.4022 | 42212.583 |
Total P&L (%) | 101.5784 | 66.0017 | 35.5767 | 88.83 | 46.6174 | 42.2126 |
Avg Daily Profit (%) | 0.3901 | 0.2534 | 0.1366 | 0.2444 | 0.147 | 0.1353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44681 | -36254 | -31571 | -68891 | -55588 | -37377 |
Profit Factor | 1.4639 | 1.5152 | 1.3915 | 1.2807 | 1.246 | 1.3323 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 46.8254 | 42.8571 | 50.7937 | 46.8254 | 42.8571 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.6624 | 2.0203 | 1.348 | 1.4543 | 1.6614 | 1.2907 |
Largest Winning Trade | 87367 | 87367 | 12503 | 98091 | 98091 | 16177 |
Largest Losing Trade | -10755 | -7928 | -10755 | -15374 | -12228 | -15374 |
Avg Bars in Trades | 195 | 185 | 204 | 195 | 185 | 204 |
Avg Bars in Winners | 283 | 272 | 293 | 283 | 272 | 293 |
Avg Bars in Losers | 116 | 121 | 111 | 116 | 121 | 111 |
Bars Traded | 24572 | 11717 | 12855 | 24572 | 11717 | 12855 |
Profit Streak | 16.1359 | 20.2817 | 16.1359 | 16.1359 | 20.2817 | 16.1359 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384617 | -139340 | -159531 | 259492 | -147175 | -161032 |
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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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