Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81205.0533 | 14720.6818 | 66484.3716 | 33777.579 | 5280.7244 | 28496.8546 |
Total P&L (%) | 81.2051 | 14.7207 | 66.4844 | 33.7776 | 5.2807 | 28.4969 |
Avg Daily Profit (%) | 0.1559 | 0.0283 | 0.1277 | 0.0559 | 0.0099 | 0.0482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100312 | -60781 | -61453 | -96669 | -60964 | -55690 |
Profit Factor | 1.2774 | 1.0908 | 1.509 | 1.1379 | 1.0408 | 1.247 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 66.1538 | 64.6154 | 67.6923 | 66.1538 | 64.6154 | 67.6923 |
Ratio Avg Win / Avg Loss | 0.6536 | 0.5974 | 0.7202 | 0.5822 | 0.5699 | 0.5951 |
Largest Winning Trade | 21687 | 21687 | 11748 | 14613 | 14613 | 11838 |
Largest Losing Trade | -54219 | -24646 | -54219 | -48260 | -31651 | -48260 |
Avg Bars in Trades | 185 | 199 | 171 | 185 | 199 | 171 |
Avg Bars in Winners | 127 | 144 | 111 | 127 | 144 | 111 |
Avg Bars in Losers | 298 | 300 | 297 | 298 | 300 | 297 |
Bars Traded | 24127 | 12968 | 11159 | 24127 | 12968 | 11159 |
Profit Streak | 7.4652 | 7.4652 | 22.4444 | 7.4652 | 7.4652 | 22.4444 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307300 | -425993 | -152058 | -188551 | -652443 | -262667 |
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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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