Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73279.8476 | 26939.6291 | 46340.2185 | 66538.1308 | 27062.094 | 39476.0368 |
Total P&L (%) | 73.2798 | 26.9396 | 46.3402 | 66.5381 | 27.0621 | 39.476 |
Avg Daily Profit (%) | 0.2814 | 0.1034 | 0.1779 | 0.1961 | 0.092 | 0.1278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58610 | -40315 | -39343 | -74881 | -49647 | -46827 |
Profit Factor | 1.2808 | 1.2457 | 1.3063 | 1.2042 | 1.2018 | 1.2059 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 49.6063 | 46.875 | 52.381 | 49.6063 | 46.875 | 52.381 |
Ratio Avg Win / Avg Loss | 1.3012 | 1.4118 | 1.1875 | 1.2233 | 1.362 | 1.0963 |
Largest Winning Trade | 25777 | 14511 | 25777 | 26092 | 13255 | 26092 |
Largest Losing Trade | -15481 | -11451 | -15481 | -24777 | -18410 | -24777 |
Avg Bars in Trades | 193 | 204 | 181 | 193 | 204 | 181 |
Avg Bars in Winners | 231 | 234 | 229 | 231 | 234 | 229 |
Avg Bars in Losers | 155 | 179 | 128 | 155 | 179 | 128 |
Bars Traded | 24541 | 13112 | 11429 | 24541 | 13112 | 11429 |
Profit Streak | 7.2967 | 7.5467 | 7.2967 | 7.2967 | 7.5467 | 7.2967 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310941 | -199158 | -141190 | 259517 | -214663 | -172191 |
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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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