Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128850.2345 | 27785.9681 | 101064.2664 | 81652.195 | 49070.825 | 32581.37 |
Total P&L (%) | 128.8502 | 27.786 | 101.0643 | 81.6522 | 49.0708 | 32.5814 |
Avg Daily Profit (%) | 0.2474 | 0.0533 | 0.194 | 0.1147 | 0.0767 | 0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74652 | -35834 | -63446 | -89079 | -43666 | -83334 |
Profit Factor | 1.5655 | 1.3002 | 1.747 | 1.3199 | 1.5861 | 1.19 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 62.3529 | 60.4651 | 64.2857 | 62.3529 | 60.4651 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.9452 | 0.8501 | 0.9706 | 0.7969 | 1.0371 | 0.6611 |
Largest Winning Trade | 19663 | 13312 | 19663 | 23031 | 18497 | 23031 |
Largest Losing Trade | -63446 | -30761 | -63446 | -83334 | -34348 | -83334 |
Avg Bars in Trades | 290 | 88 | 496 | 290 | 88 | 496 |
Avg Bars in Winners | 281 | 70 | 485 | 281 | 70 | 485 |
Avg Bars in Losers | 304 | 116 | 517 | 304 | 116 | 517 |
Bars Traded | 24669 | 3807 | 20862 | 24669 | 3807 | 20862 |
Profit Streak | 8.2406 | 8.2406 | 29.6781 | 8.2406 | 8.2406 | 29.6781 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386307 | -125052 | 375653 | -38700 | -88630 | -134351 |
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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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