Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70217.6415 | 3879.3177 | 66338.3237 | 30380.9119 | 14826.6869 | 15554.2249 |
Total P&L (%) | 70.2176 | 3.8793 | 66.3383 | 30.3809 | 14.8267 | 15.5542 |
Avg Daily Profit (%) | 0.2696 | 0.0149 | 0.2547 | 0.1019 | 0.0531 | 0.0555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60219 | -70107 | -62456 | -116455 | -59101 | -119466 |
Profit Factor | 1.2494 | 1.0238 | 1.5588 | 1.0828 | 1.0822 | 1.0834 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 70.2899 | 63.7681 | 76.8116 | 70.2899 | 63.7681 | 76.8116 |
Ratio Avg Win / Avg Loss | 0.5281 | 0.5817 | 0.4706 | 0.4577 | 0.6149 | 0.3271 |
Largest Winning Trade | 14750 | 14750 | 13066 | 21349 | 21349 | 15088 |
Largest Losing Trade | -47287 | -32405 | -47287 | -86209 | -27231 | -86209 |
Avg Bars in Trades | 173 | 187 | 160 | 173 | 187 | 160 |
Avg Bars in Winners | 103 | 105 | 102 | 103 | 105 | 102 |
Avg Bars in Losers | 339 | 331 | 352 | 339 | 331 | 352 |
Bars Traded | 23998 | 12916 | 11082 | 23998 | 12916 | 11082 |
Profit Streak | 13.6365 | 28.2928 | 13.6365 | 13.6365 | 28.2928 | 13.6365 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341500 | -634459 | -90679 | -187919 | -369093 | -357628 |
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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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