Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63817.6725 | 40485.4559 | 23332.2166 | 50308.0491 | 48921.679 | 1386.3701 |
Total P&L (%) | 63.8177 | 40.4855 | 23.3322 | 50.308 | 48.9217 | 1.3864 |
Avg Daily Profit (%) | 0.4594 | 0.2915 | 0.168 | 0.2938 | 0.2871 | 0.0099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47560 | -38286 | -32312 | -63708 | -29726 | -53545 |
Profit Factor | 1.2183 | 1.2885 | 1.1534 | 1.1643 | 1.3711 | 1.008 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 54.9763 | 53.3333 | 56.6038 | 54.9763 | 53.3333 | 56.6038 |
Ratio Avg Win / Avg Loss | 0.9977 | 1.1275 | 0.8843 | 0.9535 | 1.1997 | 0.7728 |
Largest Winning Trade | 19791 | 19791 | 12665 | 14996 | 14996 | 11990 |
Largest Losing Trade | -18038 | -16040 | -18038 | -30718 | -11994 | -30718 |
Avg Bars in Trades | 61 | 62 | 60 | 61 | 62 | 60 |
Avg Bars in Winners | 60 | 64 | 57 | 60 | 64 | 57 |
Avg Bars in Losers | 63 | 61 | 64 | 63 | 61 | 64 |
Bars Traded | 13039 | 6614 | 6425 | 13039 | 6614 | 6425 |
Profit Streak | 132.3309 | 132.3309 | 134.0601 | 132.3309 | 132.3309 | 134.0601 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311879 | 186557 | -50573 | -33021 | 230386 | -558661 |
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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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