Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90108.4615 | 38576.1947 | 51532.2668 | 50685.2027 | 45619.1148 | 5066.0879 |
Total P&L (%) | 90.1085 | 38.5762 | 51.5323 | 50.6852 | 45.6191 | 5.0661 |
Avg Daily Profit (%) | 0.1762 | 0.0754 | 0.1008 | 0.0802 | 0.0735 | 0.0097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62594 | -13093 | -70683 | -117076 | -15524 | -136062 |
Profit Factor | 1.2699 | 1.7041 | 1.1846 | 1.1098 | 1.6713 | 1.0129 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 127 | 62 | 65 | 127 | 62 | 65 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 66.4921 | 64.5833 | 68.4211 | 66.4921 | 64.5833 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.6399 | 0.9345 | 0.5468 | 0.5593 | 0.9165 | 0.4675 |
Largest Winning Trade | 14360 | 10640 | 14360 | 19013 | 13947 | 19013 |
Largest Losing Trade | -44176 | -6302 | -44176 | -80325 | -9321 | -80325 |
Avg Bars in Trades | 123 | 10 | 236 | 123 | 10 | 236 |
Avg Bars in Winners | 78 | 7 | 145 | 78 | 7 | 145 |
Avg Bars in Losers | 212 | 16 | 433 | 212 | 16 | 433 |
Bars Traded | 23494 | 1037 | 22457 | 23494 | 1037 | 22457 |
Profit Streak | 27.0635 | 63.626 | 27.0635 | 27.0635 | 63.626 | 27.0635 |
Trades During Streak | 3 | 12 | 1 | 3 | 12 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347559 | -90868 | -76449 | -184561 | -92861 | -551429 |
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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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