Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89609.4152 | 81816.8656 | 7792.5495 | 24106.9935 | 14439.4319 | 9667.5615 |
Total P&L (%) | 89.6094 | 81.8169 | 7.7926 | 24.107 | 14.4394 | 9.6676 |
Avg Daily Profit (%) | 0.1553 | 0.1418 | 0.0135 | 0.0374 | 0.0234 | 0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128815 | -79713 | -61151 | -137052 | -92786 | -47483 |
Profit Factor | 1.2227 | 1.2823 | 1.0692 | 1.0563 | 1.0442 | 1.0949 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Losing Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Profitability (%) | 63.4286 | 67.8161 | 59.0909 | 63.4286 | 67.8161 | 59.0909 |
Ratio Avg Win / Avg Loss | 0.705 | 0.6086 | 0.7402 | 0.609 | 0.4956 | 0.758 |
Largest Winning Trade | 29410 | 29410 | 9151 | 38369 | 38369 | 9754 |
Largest Losing Trade | -42025 | -42025 | -30332 | -46911 | -46911 | -24936 |
Avg Bars in Trades | 74 | 142 | 6 | 74 | 142 | 6 |
Avg Bars in Winners | 38 | 67 | 5 | 38 | 67 | 5 |
Avg Bars in Losers | 136 | 300 | 8 | 136 | 300 | 8 |
Bars Traded | 12975 | 12404 | 571 | 12975 | 12404 | 571 |
Profit Streak | 510.2157 | 512.8407 | 510.2157 | 510.2157 | 512.8407 | 510.2157 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302794 | -2249 | -485274 | -304105 | -359634 | -453708 |
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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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