Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83688.594 | 46106.0882 | 37582.5057 | 80565.7502 | 73766.3702 | 6799.38 |
Total P&L (%) | 83.6886 | 46.1061 | 37.5825 | 80.5658 | 73.7664 | 6.7994 |
Avg Daily Profit (%) | 0.3214 | 0.177 | 0.1443 | 0.2272 | 0.2124 | 0.0253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30477 | -29876 | -40374 | -66569 | -37187 | -83035 |
Profit Factor | 1.3208 | 1.3304 | 1.3097 | 1.1863 | 1.3541 | 1.0303 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 65.4135 | 67.1642 | 63.6364 | 65.4135 | 67.1642 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.6983 | 0.6504 | 0.7484 | 0.6272 | 0.662 | 0.5888 |
Largest Winning Trade | 13562 | 13562 | 9693 | 17918 | 17918 | 14251 |
Largest Losing Trade | -23044 | -14941 | -23044 | -41068 | -22582 | -41068 |
Avg Bars in Trades | 184 | 187 | 181 | 184 | 187 | 181 |
Avg Bars in Winners | 114 | 107 | 121 | 114 | 107 | 121 |
Avg Bars in Losers | 316 | 349 | 286 | 316 | 349 | 286 |
Bars Traded | 24510 | 12541 | 11969 | 24510 | 12541 | 11969 |
Profit Streak | 4.936 | 11.9673 | 4.936 | 4.936 | 11.9673 | 4.936 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349502 | -109931 | -127497 | -6949 | -107805 | -636885 |
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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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