Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52741.6862 | 12662.1932 | 40079.493 | 42420.0976 | 8581.1154 | 33838.9822 |
Total P&L (%) | 52.7417 | 12.6622 | 40.0795 | 42.4201 | 8.5811 | 33.839 |
Avg Daily Profit (%) | 0.2025 | 0.0486 | 0.1539 | 0.1359 | 0.0316 | 0.112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42709 | -30100 | -36831 | -58042 | -37122 | -48708 |
Profit Factor | 1.3325 | 1.1517 | 1.5334 | 1.2344 | 1.092 | 1.3858 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 83.8235 | 79.4118 | 88.2353 | 83.8235 | 79.4118 | 88.2353 |
Ratio Avg Win / Avg Loss | 0.2572 | 0.2986 | 0.2045 | 0.2382 | 0.2831 | 0.1848 |
Largest Winning Trade | 14269 | 7107 | 14269 | 16603 | 7898 | 16603 |
Largest Losing Trade | -29954 | -22888 | -29954 | -35368 | -24533 | -35368 |
Avg Bars in Trades | 175 | 196 | 155 | 175 | 196 | 155 |
Avg Bars in Winners | 79 | 66 | 91 | 79 | 66 | 91 |
Avg Bars in Losers | 673 | 699 | 628 | 673 | 699 | 628 |
Bars Traded | 23903 | 13363 | 10540 | 23903 | 13363 | 10540 |
Profit Streak | 6.2458 | 38.6104 | 6.2458 | 6.2458 | 38.6104 | 6.2458 |
Trades During Streak | 5 | 19 | 2 | 5 | 19 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370995 | -371205 | -99863 | -10430 | -542359 | -152040 |
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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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