Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99689.2604 | 14304.2616 | 85384.9988 | 18216.1745 | 7450.5599 | 10765.6146 |
Total P&L (%) | 99.6893 | 14.3043 | 85.385 | 18.2162 | 7.4506 | 10.7656 |
Avg Daily Profit (%) | 0.1914 | 0.0275 | 0.1639 | 0.0321 | 0.0138 | 0.0196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91125 | -12961 | -91703 | -117718 | -18149 | -117288 |
Profit Factor | 1.3709 | 1.3263 | 1.3797 | 1.0546 | 1.1529 | 1.0378 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 58.5034 | 59.4595 | 57.5342 | 58.5034 | 59.4595 | 57.5342 |
Ratio Avg Win / Avg Loss | 0.9724 | 0.9043 | 1.0183 | 0.7481 | 0.7861 | 0.766 |
Largest Winning Trade | 30738 | 7147 | 30738 | 36198 | 7217 | 36198 |
Largest Losing Trade | -70189 | -5745 | -70189 | -101025 | -6910 | -101025 |
Avg Bars in Trades | 162 | 8 | 318 | 162 | 8 | 318 |
Avg Bars in Winners | 190 | 8 | 381 | 190 | 8 | 381 |
Avg Bars in Losers | 121 | 7 | 232 | 121 | 7 | 232 |
Bars Traded | 23850 | 605 | 23245 | 23850 | 605 | 23245 |
Profit Streak | 22.1738 | 26.1946 | 22.1738 | 22.1738 | 26.1946 | 22.1738 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322328 | -251219 | -61922 | -317570 | -455898 | -558986 |
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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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