Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83648.5024 | 53349.717 | 30298.7854 | 73941.735 | 64764.0576 | 9177.6774 |
Total P&L (%) | 83.6485 | 53.3497 | 30.2988 | 73.9417 | 64.7641 | 9.1777 |
Avg Daily Profit (%) | 0.6022 | 0.3841 | 0.2181 | 0.3993 | 0.3601 | 0.0632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40569 | -23836 | -45744 | -52291 | -23915 | -56800 |
Profit Factor | 1.4395 | 1.731 | 1.2582 | 1.3281 | 1.8252 | 1.0625 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 70.5426 | 64.6154 | 76.5625 | 70.5426 | 64.6154 | 76.5625 |
Ratio Avg Win / Avg Loss | 0.6011 | 0.9479 | 0.3852 | 0.5546 | 0.9995 | 0.3253 |
Largest Winning Trade | 11847 | 11847 | 11484 | 13266 | 13266 | 11649 |
Largest Losing Trade | -38370 | -12413 | -38370 | -45621 | -14871 | -45621 |
Avg Bars in Trades | 101 | 99 | 104 | 101 | 99 | 104 |
Avg Bars in Winners | 75 | 71 | 79 | 75 | 71 | 79 |
Avg Bars in Losers | 165 | 150 | 188 | 165 | 150 | 188 |
Bars Traded | 13133 | 6435 | 6698 | 13133 | 6435 | 6698 |
Profit Streak | 129.3001 | 129.3001 | 138.3001 | 129.3001 | 129.3001 | 138.3001 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465718 | -122020 | -133185 | 378784 | -121282 | -563764 |
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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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