Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73719.0524 | 4450.4409 | 69268.6115 | 67666.5899 | 692.1373 | 66974.4526 |
Total P&L (%) | 73.7191 | 4.4504 | 69.2686 | 67.6666 | 0.6921 | 66.9745 |
Avg Daily Profit (%) | 0.2831 | 0.0171 | 0.266 | 0.1986 | 0.0026 | 0.1971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38716 | -30123 | -30693 | -63448 | -37788 | -52264 |
Profit Factor | 1.3281 | 1.0306 | 1.8757 | 1.2071 | 1.0034 | 1.5367 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 91 | 40 | 51 | 91 | 40 | 51 |
Losing Trades | 41 | 26 | 15 | 41 | 26 | 15 |
Profitability (%) | 68.9394 | 60.6061 | 77.2727 | 68.9394 | 60.6061 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.5984 | 0.6699 | 0.5517 | 0.5439 | 0.6522 | 0.452 |
Largest Winning Trade | 16858 | 16858 | 9037 | 25540 | 25540 | 8684 |
Largest Losing Trade | -25900 | -25900 | -22643 | -37234 | -29308 | -37234 |
Avg Bars in Trades | 185 | 198 | 171 | 185 | 198 | 171 |
Avg Bars in Winners | 124 | 120 | 127 | 124 | 120 | 127 |
Avg Bars in Losers | 320 | 320 | 321 | 320 | 320 | 321 |
Bars Traded | 24462 | 13123 | 11339 | 24462 | 13123 | 11339 |
Profit Streak | 3.4344 | 3.4344 | 15.9969 | 3.4344 | 3.4344 | 15.9969 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305053 | -649316 | -111582 | 246867 | -698417 | -113243 |
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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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