Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125684.2652 | 65262.1567 | 60422.1085 | 141471.2044 | 60664.2274 | 80806.977 |
Total P&L (%) | 125.6843 | 65.2622 | 60.4221 | 141.4712 | 60.6642 | 80.807 |
Avg Daily Profit (%) | 0.2413 | 0.1253 | 0.116 | 0.1694 | 0.0911 | 0.1138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36509 | -34378 | -31180 | -67422 | -54979 | -48767 |
Profit Factor | 1.4416 | 1.4432 | 1.44 | 1.3271 | 1.2691 | 1.3902 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 59.2 | 60.3175 | 58.0645 | 59.2 | 60.3175 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.9936 | 0.9495 | 1.04 | 0.9146 | 0.8349 | 1.004 |
Largest Winning Trade | 27617 | 19437 | 27617 | 38215 | 23492 | 38215 |
Largest Losing Trade | -28015 | -20823 | -28015 | -36298 | -29485 | -36298 |
Avg Bars in Trades | 195 | 210 | 179 | 195 | 210 | 179 |
Avg Bars in Winners | 161 | 175 | 145 | 161 | 175 | 145 |
Avg Bars in Losers | 244 | 264 | 225 | 244 | 264 | 225 |
Bars Traded | 24390 | 13289 | 11101 | 24390 | 13289 | 11101 |
Profit Streak | 11.0339 | 11.3672 | 0 | 11.0339 | 11.3672 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318705 | -172035 | -191528 | 271372 | -219040 | -194169 |
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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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