Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64933.5094 | 23689.527 | 41243.9823 | 52646.6135 | 15973.2198 | 36673.3937 |
Total P&L (%) | 64.9335 | 23.6895 | 41.244 | 52.6466 | 15.9732 | 36.6734 |
Avg Daily Profit (%) | 0.2493 | 0.091 | 0.1584 | 0.1625 | 0.0569 | 0.12 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97357 | -45089 | -61605 | -112703 | -53315 | -73127 |
Profit Factor | 1.3141 | 1.2339 | 1.3911 | 1.2278 | 1.1429 | 1.3073 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 64.3564 | 60.7843 | 68 | 64.3564 | 60.7843 | 68 |
Ratio Avg Win / Avg Loss | 0.7278 | 0.7961 | 0.6546 | 0.68 | 0.7374 | 0.6152 |
Largest Winning Trade | 18111 | 11293 | 18111 | 20915 | 13340 | 20915 |
Largest Losing Trade | -23597 | -17839 | -23597 | -29633 | -24312 | -29633 |
Avg Bars in Trades | 239 | 235 | 242 | 239 | 235 | 242 |
Avg Bars in Winners | 163 | 151 | 174 | 163 | 151 | 174 |
Avg Bars in Losers | 375 | 365 | 388 | 375 | 365 | 388 |
Bars Traded | 24143 | 11998 | 12145 | 24143 | 11998 | 12145 |
Profit Streak | 18.5375 | 39.6521 | 18.5375 | 18.5375 | 39.6521 | 18.5375 |
Trades During Streak | 7 | 8 | 3 | 7 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308934 | -256359 | -173516 | 233758 | -369866 | -214451 |
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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) |
---|