Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96180.5264 | 10141.3146 | 86039.2118 | 126902.0166 | 11557.8414 | 115344.1753 |
Total P&L (%) | 96.1805 | 10.1413 | 86.0392 | 126.902 | 11.5578 | 115.3442 |
Avg Daily Profit (%) | 0.3693 | 0.0389 | 0.3304 | 0.3151 | 0.042 | 0.295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23386 | -23386 | -15293 | -52862 | -33902 | -31662 |
Profit Factor | 1.5652 | 1.087 | 2.6063 | 1.4193 | 1.0594 | 2.0662 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 69.9248 | 65.6716 | 74.2424 | 69.9248 | 65.6716 | 74.2424 |
Ratio Avg Win / Avg Loss | 0.6732 | 0.5682 | 0.9042 | 0.6105 | 0.5538 | 0.7169 |
Largest Winning Trade | 8956 | 8084 | 8956 | 16091 | 12805 | 16091 |
Largest Losing Trade | -23386 | -23386 | -10418 | -29986 | -29986 | -26683 |
Avg Bars in Trades | 183 | 196 | 169 | 183 | 196 | 169 |
Avg Bars in Winners | 136 | 129 | 142 | 136 | 129 | 142 |
Avg Bars in Losers | 291 | 324 | 245 | 291 | 324 | 245 |
Bars Traded | 24342 | 13168 | 11174 | 24342 | 13168 | 11174 |
Profit Streak | 2.5585 | 2.5585 | 2.7043 | 2.5585 | 2.5585 | 2.7043 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344293 | -546385 | -112930 | 295512 | -528524 | -114275 |
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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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