Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56015.4836 | 36693.9295 | 19321.5541 | 37713.5298 | 31360.7431 | 6352.7867 |
Total P&L (%) | 56.0155 | 36.6939 | 19.3216 | 37.7135 | 31.3607 | 6.3528 |
Avg Daily Profit (%) | 0.4033 | 0.2642 | 0.1391 | 0.2306 | 0.1966 | 0.0443 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47539 | -34362 | -41458 | -48465 | -31762 | -35121 |
Profit Factor | 1.3034 | 1.5128 | 1.1709 | 1.2315 | 1.5194 | 1.062 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 66.9811 | 64.1509 | 69.8113 | 66.9811 | 64.1509 | 69.8113 |
Ratio Avg Win / Avg Loss | 0.6425 | 0.8454 | 0.5063 | 0.6071 | 0.8491 | 0.4592 |
Largest Winning Trade | 12131 | 12131 | 12061 | 8503 | 7990 | 8503 |
Largest Losing Trade | -33883 | -20143 | -33883 | -28195 | -18297 | -28195 |
Avg Bars in Trades | 122 | 117 | 127 | 122 | 117 | 127 |
Avg Bars in Winners | 98 | 99 | 98 | 98 | 99 | 98 |
Avg Bars in Losers | 170 | 149 | 195 | 170 | 149 | 195 |
Bars Traded | 12989 | 6211 | 6778 | 12989 | 6211 | 6778 |
Profit Streak | 148.7493 | 156.4784 | 148.7493 | 148.7493 | 156.4784 | 148.7493 |
Trades During Streak | 13 | 9 | 6 | 13 | 9 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331455 | -173100 | -226748 | 208769 | -174112 | -631319 |
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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) |
---|