Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58183.9687 | 31173.1412 | 27010.8275 | 40491.6734 | 29440.2666 | 11051.4067 |
Total P&L (%) | 58.184 | 31.1731 | 27.0108 | 40.4917 | 29.4403 | 11.0514 |
Avg Daily Profit (%) | 0.2234 | 0.1197 | 0.1037 | 0.1306 | 0.0991 | 0.0403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33529 | -26658 | -37785 | -50965 | -31156 | -52746 |
Profit Factor | 1.2364 | 1.2511 | 1.2215 | 1.138 | 1.2062 | 1.0733 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 70 | 69.2308 | 70.7692 | 70 | 69.2308 | 70.7692 |
Ratio Avg Win / Avg Loss | 0.5299 | 0.556 | 0.5046 | 0.4877 | 0.5361 | 0.4433 |
Largest Winning Trade | 18985 | 18985 | 9308 | 17475 | 17475 | 10098 |
Largest Losing Trade | -23761 | -14910 | -23761 | -26507 | -16868 | -26507 |
Avg Bars in Trades | 189 | 191 | 186 | 189 | 191 | 186 |
Avg Bars in Winners | 108 | 99 | 117 | 108 | 99 | 117 |
Avg Bars in Losers | 376 | 399 | 353 | 376 | 399 | 353 |
Bars Traded | 24572 | 12463 | 12109 | 24572 | 12463 | 12109 |
Profit Streak | 11.6453 | 11.6453 | 21.7287 | 11.6453 | 11.6453 | 21.7287 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300782 | -167101 | -188737 | -87926 | -194948 | -542508 |
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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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