Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69414.857 | 45014.81 | 24400.047 | 51297.252 | 50643.8878 | 653.3642 |
Total P&L (%) | 69.4149 | 45.0148 | 24.4 | 51.2973 | 50.6439 | 0.6534 |
Avg Daily Profit (%) | 0.4997 | 0.3241 | 0.1757 | 0.2985 | 0.2954 | 0.0047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38994 | -25424 | -45130 | -47328 | -22511 | -57662 |
Profit Factor | 1.3604 | 1.617 | 1.2039 | 1.2382 | 1.6828 | 1.0046 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 67.9389 | 63.6364 | 72.3077 | 67.9389 | 63.6364 | 72.3077 |
Ratio Avg Win / Avg Loss | 0.642 | 0.924 | 0.4611 | 0.5843 | 0.9616 | 0.3848 |
Largest Winning Trade | 11847 | 11847 | 11423 | 11916 | 11539 | 11916 |
Largest Losing Trade | -38184 | -12020 | -38184 | -44056 | -14089 | -44056 |
Avg Bars in Trades | 100 | 97 | 102 | 100 | 97 | 102 |
Avg Bars in Winners | 71 | 65 | 76 | 71 | 65 | 76 |
Avg Bars in Losers | 161 | 154 | 169 | 161 | 154 | 169 |
Bars Traded | 13137 | 6464 | 6673 | 13137 | 6464 | 6673 |
Profit Streak | 138.1508 | 138.1508 | 141.1092 | 138.1508 | 138.1508 | 141.1092 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405655 | -115654 | -127899 | 273391 | -115286 | -698624 |
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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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