Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131707.6607 | 75616.8455 | 56090.8152 | 113465.6772 | 63117.8347 | 50347.8425 |
Total P&L (%) | 131.7077 | 75.6168 | 56.0908 | 113.4657 | 63.1178 | 50.3478 |
Avg Daily Profit (%) | 0.2529 | 0.1452 | 0.1077 | 0.1457 | 0.094 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69795 | -48897 | -62656 | -93480 | -44932 | -62471 |
Profit Factor | 1.3316 | 1.4264 | 1.2551 | 1.2613 | 1.3304 | 1.2071 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 65.2439 | 62.1951 | 68.2927 | 65.2439 | 62.1951 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.7093 | 0.867 | 0.5827 | 0.6719 | 0.8087 | 0.5604 |
Largest Winning Trade | 16823 | 15456 | 16823 | 25914 | 20148 | 25914 |
Largest Losing Trade | -34332 | -24412 | -34332 | -60184 | -22881 | -60184 |
Avg Bars in Trades | 149 | 155 | 142 | 149 | 155 | 142 |
Avg Bars in Winners | 119 | 128 | 112 | 119 | 128 | 112 |
Avg Bars in Losers | 204 | 201 | 207 | 204 | 201 | 207 |
Bars Traded | 24451 | 12779 | 11672 | 24451 | 12779 | 11672 |
Profit Streak | 9.1056 | 9.8764 | 9.1056 | 9.1056 | 9.8764 | 9.1056 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377937 | -2100 | -53707 | 124525 | -71404 | -93543 |
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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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