Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54773.6111 | 36081.542 | 18692.0691 | 36988.917 | 50576.7749 | -13587.858 |
Total P&L (%) | 54.7736 | 36.0815 | 18.6921 | 36.9889 | 50.5768 | -13.5879 |
Avg Daily Profit (%) | 0.3943 | 0.2597 | 0.1346 | 0.2268 | 0.2951 | -0.1051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38816 | -22445 | -34403 | -57798 | -22820 | -63076 |
Profit Factor | 1.2858 | 1.4253 | 1.175 | 1.1513 | 1.5504 | 0.911 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 68.8525 | 65.5738 | 72.1311 | 68.8525 | 65.5738 | 72.1311 |
Ratio Avg Win / Avg Loss | 0.5817 | 0.7483 | 0.454 | 0.5208 | 0.814 | 0.352 |
Largest Winning Trade | 12395 | 8759 | 12395 | 13374 | 9446 | 13374 |
Largest Losing Trade | -34403 | -12624 | -34403 | -53253 | -11965 | -53253 |
Avg Bars in Trades | 106 | 110 | 102 | 106 | 110 | 102 |
Avg Bars in Winners | 76 | 84 | 69 | 76 | 84 | 69 |
Avg Bars in Losers | 173 | 160 | 188 | 173 | 160 | 188 |
Bars Traded | 13028 | 6752 | 6276 | 13028 | 6752 | 6276 |
Profit Streak | 130.8214 | 130.8214 | 139.2485 | 130.8214 | 130.8214 | 139.2485 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322836 | -155738 | -210075 | -48085 | -153396 | -739987 |
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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) |
---|