Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73330.6142 | 27077.1272 | 46253.487 | 57743.5773 | 20016.2599 | 37727.3175 |
Total P&L (%) | 73.3306 | 27.0771 | 46.2535 | 57.7436 | 20.0163 | 37.7273 |
Avg Daily Profit (%) | 0.2816 | 0.104 | 0.1776 | 0.1752 | 0.0701 | 0.123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39998 | -41654 | -41832 | -61737 | -57179 | -54262 |
Profit Factor | 1.3042 | 1.2536 | 1.3444 | 1.1841 | 1.1453 | 1.2146 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 58.1967 | 55.7377 | 60.6557 | 58.1967 | 55.7377 | 60.6557 |
Ratio Avg Win / Avg Loss | 0.9368 | 0.9955 | 0.8721 | 0.8506 | 0.9095 | 0.7878 |
Largest Winning Trade | 15221 | 13159 | 15221 | 20811 | 14256 | 20811 |
Largest Losing Trade | -27458 | -15040 | -27458 | -41008 | -21703 | -41008 |
Avg Bars in Trades | 200 | 209 | 190 | 200 | 209 | 190 |
Avg Bars in Winners | 147 | 132 | 160 | 147 | 132 | 160 |
Avg Bars in Losers | 273 | 304 | 237 | 273 | 304 | 237 |
Bars Traded | 24402 | 12753 | 11649 | 24402 | 12753 | 11649 |
Profit Streak | 8.1933 | 18.0788 | 8.1933 | 8.1933 | 18.0788 | 8.1933 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304034 | -220166 | -155686 | -11357 | -329369 | -193480 |
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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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