Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74955.0402 | 51605.8503 | 23349.19 | 31430.1658 | 47624.6206 | -16194.4548 |
Total P&L (%) | 74.955 | 51.6059 | 23.3492 | 31.4302 | 47.6246 | -16.1945 |
Avg Daily Profit (%) | 0.2878 | 0.1982 | 0.0897 | 0.105 | 0.1497 | -0.0678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65885 | -35638 | -76797 | -106864 | -38549 | -111552 |
Profit Factor | 1.257 | 1.411 | 1.1406 | 1.0886 | 1.3317 | 0.9234 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 64.0288 | 57.1429 | 71.0145 | 64.0288 | 57.1429 | 71.0145 |
Ratio Avg Win / Avg Loss | 0.7062 | 1.0583 | 0.4655 | 0.6116 | 0.9988 | 0.3769 |
Largest Winning Trade | 20405 | 13267 | 20405 | 19677 | 15388 | 19677 |
Largest Losing Trade | -45961 | -30009 | -45961 | -54724 | -32889 | -54724 |
Avg Bars in Trades | 175 | 178 | 172 | 175 | 178 | 172 |
Avg Bars in Winners | 124 | 132 | 118 | 124 | 132 | 118 |
Avg Bars in Losers | 266 | 240 | 304 | 266 | 240 | 304 |
Bars Traded | 24419 | 12511 | 11908 | 24419 | 12511 | 11908 |
Profit Streak | 8.0019 | 8.0019 | 15.2623 | 8.0019 | 8.0019 | 15.2623 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321182 | -86376 | -244273 | -178163 | -89685 | -679584 |
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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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