Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91940.6444 | 20332.7071 | 71607.9373 | 111764.7988 | 20528.1406 | 91236.6582 |
Total P&L (%) | 91.9406 | 20.3327 | 71.6079 | 111.7648 | 20.5281 | 91.2367 |
Avg Daily Profit (%) | 0.353 | 0.0781 | 0.275 | 0.2885 | 0.0717 | 0.2493 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21430 | -22197 | -13273 | -41688 | -33229 | -21030 |
Profit Factor | 1.4425 | 1.1576 | 1.9091 | 1.3336 | 1.1008 | 1.6951 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 69.7674 | 65.625 | 73.8462 | 69.7674 | 65.625 | 73.8462 |
Ratio Avg Win / Avg Loss | 0.6251 | 0.6064 | 0.6761 | 0.5779 | 0.5766 | 0.6004 |
Largest Winning Trade | 15718 | 15718 | 13327 | 18267 | 17128 | 18267 |
Largest Losing Trade | -17147 | -17147 | -11706 | -19960 | -19960 | -18878 |
Avg Bars in Trades | 189 | 195 | 183 | 189 | 195 | 183 |
Avg Bars in Winners | 121 | 116 | 125 | 121 | 116 | 125 |
Avg Bars in Losers | 345 | 344 | 346 | 345 | 344 | 346 |
Bars Traded | 24393 | 12480 | 11913 | 24393 | 12480 | 11913 |
Profit Streak | 5.9194 | 8.8361 | 5.9194 | 5.9194 | 8.8361 | 5.9194 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392285 | -282083 | -120176 | 348482 | -352961 | -120809 |
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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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