Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49686.7184 | 8713.9113 | 40972.8071 | 35726.3615 | 5023.7811 | 30702.5804 |
Total P&L (%) | 49.6867 | 8.7139 | 40.9728 | 35.7264 | 5.0238 | 30.7026 |
Avg Daily Profit (%) | 0.1908 | 0.0335 | 0.1573 | 0.1174 | 0.0188 | 0.1029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36826 | -28942 | -33888 | -53249 | -34752 | -46258 |
Profit Factor | 1.3075 | 1.0974 | 1.5682 | 1.1914 | 1.0506 | 1.3511 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 78.8618 | 74.1935 | 83.6066 | 78.8618 | 74.1935 | 83.6066 |
Ratio Avg Win / Avg Loss | 0.3505 | 0.3817 | 0.3075 | 0.3193 | 0.3654 | 0.2649 |
Largest Winning Trade | 11992 | 7274 | 11992 | 12443 | 6754 | 12443 |
Largest Losing Trade | -32850 | -23046 | -32850 | -41215 | -24603 | -41215 |
Avg Bars in Trades | 189 | 215 | 163 | 189 | 215 | 163 |
Avg Bars in Winners | 89 | 79 | 97 | 89 | 79 | 97 |
Avg Bars in Losers | 565 | 603 | 504 | 565 | 603 | 504 |
Bars Traded | 23335 | 13334 | 10001 | 23335 | 13334 | 10001 |
Profit Streak | 34.1792 | 41.1375 | 34.1792 | 34.1792 | 41.1375 | 34.1792 |
Trades During Streak | 21 | 14 | 10 | 21 | 14 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340347 | -579696 | -151963 | -45760 | -650662 | -217106 |
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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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