Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55355.8947 | 36548.946 | 18806.9487 | 31777.1865 | 22050.6774 | 9726.5091 |
Total P&L (%) | 55.3559 | 36.5489 | 18.8069 | 31.7772 | 22.0507 | 9.7265 |
Avg Daily Profit (%) | 0.3985 | 0.2631 | 0.1354 | 0.1988 | 0.1436 | 0.0668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61154 | -27834 | -52198 | -55030 | -30611 | -46241 |
Profit Factor | 1.2731 | 1.4254 | 1.161 | 1.1786 | 1.2872 | 1.0962 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 64.0777 | 63.4615 | 64.7059 | 64.0777 | 63.4615 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.7137 | 0.8207 | 0.6333 | 0.6607 | 0.7411 | 0.5979 |
Largest Winning Trade | 15562 | 15562 | 13787 | 11031 | 11031 | 7268 |
Largest Losing Trade | -38783 | -23478 | -38783 | -33622 | -24242 | -33622 |
Avg Bars in Trades | 127 | 119 | 134 | 127 | 119 | 134 |
Avg Bars in Winners | 97 | 90 | 104 | 97 | 90 | 104 |
Avg Bars in Losers | 179 | 169 | 190 | 179 | 169 | 190 |
Bars Traded | 13097 | 6218 | 6879 | 13097 | 6218 | 6879 |
Profit Streak | 144.3206 | 144.3206 | 149.206 | 144.3206 | 144.3206 | 149.206 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305328 | -173862 | -243523 | -19202 | -187263 | -564371 |
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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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