Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79242.2015 | 38280.9774 | 40961.2241 | 99979.8647 | 42143.5443 | 57836.3204 |
Total P&L (%) | 79.2422 | 38.281 | 40.9612 | 99.9799 | 42.1435 | 57.8363 |
Avg Daily Profit (%) | 0.1726 | 0.0834 | 0.0892 | 0.1511 | 0.0766 | 0.0995 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20712 | -13058 | -19814 | -33280 | -23772 | -29368 |
Profit Factor | 1.684 | 1.8484 | 1.5792 | 1.6257 | 1.6618 | 1.6017 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 72 | 67.7419 | 76.1905 | 72 | 67.7419 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.6549 | 0.8802 | 0.4935 | 0.6322 | 0.7913 | 0.5005 |
Largest Winning Trade | 13209 | 6550 | 13209 | 21359 | 8858 | 21359 |
Largest Losing Trade | -19814 | -10927 | -19814 | -29368 | -19835 | -29368 |
Avg Bars in Trades | 86 | 83 | 89 | 86 | 83 | 89 |
Avg Bars in Winners | 70 | 75 | 66 | 70 | 75 | 66 |
Avg Bars in Losers | 126 | 98 | 163 | 126 | 98 | 163 |
Bars Traded | 10805 | 5168 | 5637 | 10805 | 5168 | 5637 |
Profit Streak | 605.8918 | 606.3084 | 605.8918 | 605.8918 | 606.3084 | 605.8918 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402353 | -235332 | -219319 | 391671 | -244354 | -204212 |
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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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