Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63955.2983 | 40896.2239 | 23059.0744 | 51763.3932 | 42352.922 | 9410.4712 |
Total P&L (%) | 63.9553 | 40.8962 | 23.0591 | 51.7634 | 42.3529 | 9.4105 |
Avg Daily Profit (%) | 0.4604 | 0.2944 | 0.166 | 0.3008 | 0.2545 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47964 | -24545 | -39087 | -53311 | -28196 | -45519 |
Profit Factor | 1.3663 | 1.6205 | 1.2121 | 1.2691 | 1.5925 | 1.0778 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 70.339 | 66.1017 | 74.5763 | 70.339 | 66.1017 | 74.5763 |
Ratio Avg Win / Avg Loss | 0.5761 | 0.831 | 0.4132 | 0.5352 | 0.8167 | 0.3674 |
Largest Winning Trade | 14085 | 8256 | 14085 | 11574 | 11574 | 9843 |
Largest Losing Trade | -31510 | -12624 | -31510 | -33101 | -13293 | -33101 |
Avg Bars in Trades | 109 | 106 | 113 | 109 | 106 | 113 |
Avg Bars in Winners | 73 | 69 | 78 | 73 | 69 | 78 |
Avg Bars in Losers | 195 | 179 | 216 | 195 | 179 | 216 |
Bars Traded | 12979 | 6301 | 6678 | 12979 | 6301 | 6678 |
Profit Streak | 128.6114 | 128.6114 | 137.7364 | 128.6114 | 128.6114 | 137.7364 |
Trades During Streak | 4 | 2 | 9 | 4 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389493 | -168839 | -173371 | 289724 | -169136 | -582525 |
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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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