Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78569.4166 | 42517.6873 | 36051.7293 | 73436.2632 | 50760.1132 | 22676.1501 |
Total P&L (%) | 78.5694 | 42.5177 | 36.0517 | 73.4363 | 50.7601 | 22.6762 |
Avg Daily Profit (%) | 0.3017 | 0.1633 | 0.1384 | 0.2117 | 0.1578 | 0.0785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32897 | -37633 | -47830 | -72383 | -66635 | -98183 |
Profit Factor | 1.3263 | 1.3447 | 1.307 | 1.1685 | 1.2383 | 1.1017 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 73.1707 | 69.3548 | 77.0492 | 73.1707 | 69.3548 | 77.0492 |
Ratio Avg Win / Avg Loss | 0.4863 | 0.5942 | 0.3893 | 0.4284 | 0.5472 | 0.3282 |
Largest Winning Trade | 14998 | 14998 | 11205 | 24105 | 24105 | 17922 |
Largest Losing Trade | -19689 | -14903 | -19689 | -36848 | -24404 | -36848 |
Avg Bars in Trades | 197 | 204 | 189 | 197 | 204 | 189 |
Avg Bars in Winners | 114 | 112 | 116 | 114 | 112 | 116 |
Avg Bars in Losers | 421 | 411 | 434 | 421 | 411 | 434 |
Bars Traded | 24232 | 12664 | 11568 | 24232 | 12664 | 11568 |
Profit Streak | 4.0984 | 4.0984 | 34.3797 | 4.0984 | 4.0984 | 34.3797 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346088 | -149196 | -170307 | -26624 | -149177 | -361516 |
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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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