Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101243.7057 | 52875.0373 | 48368.6684 | 87188.0294 | 44733.3184 | 42454.711 |
Total P&L (%) | 101.2437 | 52.875 | 48.3687 | 87.188 | 44.7333 | 42.4547 |
Avg Daily Profit (%) | 0.1944 | 0.1015 | 0.0929 | 0.1204 | 0.071 | 0.068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64026 | -47166 | -28963 | -54180 | -40616 | -40566 |
Profit Factor | 1.3315 | 1.3464 | 1.3167 | 1.3153 | 1.3317 | 1.2996 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 60.9023 | 59.7015 | 62.1212 | 60.9023 | 59.7015 | 62.1212 |
Ratio Avg Win / Avg Loss | 0.8548 | 0.9088 | 0.8028 | 0.8444 | 0.8989 | 0.7924 |
Largest Winning Trade | 28827 | 28827 | 16707 | 17443 | 17443 | 13791 |
Largest Losing Trade | -25315 | -21879 | -25315 | -37259 | -19612 | -37259 |
Avg Bars in Trades | 180 | 196 | 164 | 180 | 196 | 164 |
Avg Bars in Winners | 131 | 139 | 123 | 131 | 139 | 123 |
Avg Bars in Losers | 257 | 281 | 232 | 257 | 281 | 232 |
Bars Traded | 24044 | 13168 | 10876 | 24044 | 13168 | 10876 |
Profit Streak | 40.2653 | 47.3278 | 40.2653 | 40.2653 | 47.3278 | 40.2653 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327154 | -174276 | -193581 | -30796 | -215705 | -227417 |
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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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