Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71423.8417 | 38857.4403 | 32566.4014 | 59042.3343 | 41191.2868 | 17851.0475 |
Total P&L (%) | 71.4238 | 38.8574 | 32.5664 | 59.0423 | 41.1913 | 17.851 |
Avg Daily Profit (%) | 0.2743 | 0.1492 | 0.1251 | 0.1783 | 0.1325 | 0.0631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32948 | -27442 | -38973 | -67486 | -42243 | -70872 |
Profit Factor | 1.2957 | 1.2594 | 1.3549 | 1.1612 | 1.1882 | 1.1211 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 66.1538 | 69.2308 | 63.0769 | 66.1538 | 69.2308 | 63.0769 |
Ratio Avg Win / Avg Loss | 0.6629 | 0.5597 | 0.7931 | 0.5941 | 0.5281 | 0.6562 |
Largest Winning Trade | 15132 | 15132 | 14684 | 21020 | 21020 | 18341 |
Largest Losing Trade | -26667 | -26667 | -20268 | -34431 | -30694 | -34431 |
Avg Bars in Trades | 189 | 252 | 126 | 189 | 252 | 126 |
Avg Bars in Winners | 118 | 141 | 92 | 118 | 141 | 92 |
Avg Bars in Losers | 330 | 503 | 185 | 330 | 503 | 185 |
Bars Traded | 24673 | 16427 | 8246 | 24673 | 16427 | 8246 |
Profit Streak | 5.1908 | 8.722 | 5.1908 | 5.1908 | 8.722 | 5.1908 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336986 | -127044 | -160398 | -35478 | -162406 | -336217 |
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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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