Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61011.8632 | 20107.3099 | 40904.5532 | 69681.5955 | 10823.027 | 58858.5685 |
Total P&L (%) | 61.0119 | 20.1073 | 40.9046 | 69.6816 | 10.823 | 58.8586 |
Avg Daily Profit (%) | 0.7028 | 0.2316 | 0.4712 | 0.611 | 0.1184 | 0.5346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43375 | -24045 | -23956 | -91978 | -52926 | -49245 |
Profit Factor | 1.509 | 1.2547 | 1.9996 | 1.3092 | 1.073 | 1.7631 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 67.7419 | 66.129 | 69.3548 | 67.7419 | 66.129 | 69.3548 |
Ratio Avg Win / Avg Loss | 0.7186 | 0.6427 | 0.8835 | 0.6234 | 0.5496 | 0.779 |
Largest Winning Trade | 6498 | 6498 | 5700 | 13369 | 13369 | 12444 |
Largest Losing Trade | -13870 | -12745 | -13870 | -30268 | -30268 | -25218 |
Avg Bars in Trades | 195 | 199 | 191 | 195 | 199 | 191 |
Avg Bars in Winners | 132 | 125 | 138 | 132 | 125 | 138 |
Avg Bars in Losers | 327 | 343 | 310 | 327 | 343 | 310 |
Bars Traded | 24203 | 12355 | 11848 | 24203 | 12355 | 11848 |
Profit Streak | 0.6303 | 0 | 4.5956 | 0.6303 | 0 | 4.5956 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301452 | -154821 | -143566 | 250028 | -470972 | -142082 |
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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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