Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70344.6624 | 41777.1619 | 28567.5005 | 61710.7492 | 58267.7936 | 3442.9556 |
Total P&L (%) | 70.3447 | 41.7772 | 28.5675 | 61.7107 | 58.2678 | 3.443 |
Avg Daily Profit (%) | 0.5064 | 0.3008 | 0.2057 | 0.3466 | 0.3311 | 0.0244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34329 | -25637 | -34663 | -45871 | -22210 | -59763 |
Profit Factor | 1.3834 | 1.5573 | 1.2633 | 1.2675 | 1.7325 | 1.0228 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 75.6098 | 72.5806 | 78.6885 | 75.6098 | 72.5806 | 78.6885 |
Ratio Avg Win / Avg Loss | 0.4463 | 0.5883 | 0.3421 | 0.4089 | 0.6545 | 0.277 |
Largest Winning Trade | 7953 | 5723 | 7953 | 10109 | 8859 | 10109 |
Largest Losing Trade | -31348 | -15816 | -31348 | -45871 | -13530 | -45871 |
Avg Bars in Trades | 106 | 105 | 108 | 106 | 105 | 108 |
Avg Bars in Winners | 80 | 73 | 87 | 80 | 73 | 87 |
Avg Bars in Losers | 189 | 190 | 186 | 189 | 190 | 186 |
Bars Traded | 13158 | 6537 | 6621 | 13158 | 6537 | 6621 |
Profit Streak | 132.4679 | 132.4679 | 133.7179 | 132.4679 | 132.4679 | 133.7179 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461698 | -145243 | -155735 | 367128 | -143185 | -681588 |
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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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