Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54843.3605 | 33118.0387 | 21725.3218 | 42066.9138 | 37179.9021 | 4887.0116 |
Total P&L (%) | 54.8434 | 33.118 | 21.7253 | 42.0669 | 37.1799 | 4.887 |
Avg Daily Profit (%) | 0.3948 | 0.2384 | 0.1564 | 0.2531 | 0.2278 | 0.0344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29168 | -34898 | -32882 | -41159 | -36558 | -41443 |
Profit Factor | 1.3337 | 1.4595 | 1.2354 | 1.2236 | 1.5033 | 1.0428 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 75.7576 | 74.2424 | 77.2727 | 75.7576 | 74.2424 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.4268 | 0.5063 | 0.3634 | 0.3916 | 0.5215 | 0.3067 |
Largest Winning Trade | 9655 | 6026 | 9655 | 9805 | 6891 | 9805 |
Largest Losing Trade | -27576 | -20714 | -27576 | -41159 | -21196 | -41159 |
Avg Bars in Trades | 98 | 104 | 92 | 98 | 104 | 92 |
Avg Bars in Winners | 62 | 66 | 58 | 62 | 66 | 58 |
Avg Bars in Losers | 211 | 211 | 210 | 211 | 211 | 210 |
Bars Traded | 12994 | 6871 | 6123 | 12994 | 6871 | 6123 |
Profit Streak | 127.3506 | 127.3506 | 129.2881 | 127.3506 | 127.3506 | 129.2881 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376882 | -117352 | -121934 | 272052 | -116814 | -609384 |
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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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