Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89673.7624 | 54001.2976 | 35672.4648 | 70911.6257 | 38003.9049 | 32907.7207 |
Total P&L (%) | 89.6738 | 54.0013 | 35.6725 | 70.9116 | 38.0039 | 32.9077 |
Avg Daily Profit (%) | 0.3443 | 0.2074 | 0.137 | 0.206 | 0.1238 | 0.1093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73472 | -41291 | -52244 | -129709 | -65829 | -82480 |
Profit Factor | 1.2447 | 1.2948 | 1.1946 | 1.1209 | 1.1268 | 1.1147 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 158 | 77 | 81 | 158 | 77 | 81 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 59.8485 | 58.3333 | 61.3636 | 59.8485 | 58.3333 | 61.3636 |
Ratio Avg Win / Avg Loss | 0.835 | 0.9249 | 0.7521 | 0.752 | 0.8049 | 0.7018 |
Largest Winning Trade | 45443 | 45443 | 14502 | 50428 | 50428 | 23406 |
Largest Losing Trade | -24738 | -24738 | -24426 | -44440 | -44440 | -42032 |
Avg Bars in Trades | 93 | 96 | 90 | 93 | 96 | 90 |
Avg Bars in Winners | 71 | 75 | 67 | 71 | 75 | 67 |
Avg Bars in Losers | 127 | 126 | 128 | 127 | 126 | 128 |
Bars Traded | 24738 | 12730 | 12008 | 24738 | 12730 | 12008 |
Profit Streak | 3.9789 | 3.9789 | 4.2706 | 3.9789 | 3.9789 | 4.2706 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320181 | 169370 | -20126 | -79589 | -113161 | -145174 |
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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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