Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96343.7325 | 47226.6378 | 49117.0948 | 131089.3253 | 59461.1559 | 71628.1694 |
Total P&L (%) | 96.3437 | 47.2266 | 49.1171 | 131.0893 | 59.4612 | 71.6282 |
Avg Daily Profit (%) | 0.2099 | 0.1029 | 0.107 | 0.1826 | 0.1017 | 0.1177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40940 | -19051 | -31103 | -59293 | -22904 | -47410 |
Profit Factor | 1.6584 | 1.8429 | 1.5439 | 1.7244 | 1.9083 | 1.6202 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 55.9701 | 55.2239 | 56.7164 | 55.9701 | 55.2239 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.3046 | 1.4942 | 1.1783 | 1.3565 | 1.5473 | 1.2364 |
Largest Winning Trade | 25214 | 7979 | 25214 | 42298 | 11561 | 42298 |
Largest Losing Trade | -20952 | -6981 | -20952 | -34725 | -7524 | -34725 |
Avg Bars in Trades | 79 | 79 | 79 | 79 | 79 | 79 |
Avg Bars in Winners | 66 | 74 | 58 | 66 | 74 | 58 |
Avg Bars in Losers | 96 | 86 | 106 | 96 | 86 | 106 |
Bars Traded | 10680 | 5359 | 5321 | 10680 | 5359 | 5321 |
Profit Streak | 613.7513 | 616.8763 | 613.7513 | 613.7513 | 616.8763 | 613.7513 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412156 | -170647 | -165606 | 408362 | -170100 | -149491 |
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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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