Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89519.6898 | 53708.9516 | 35810.7382 | 88011.0518 | 63647.3643 | 24363.6875 |
Total P&L (%) | 89.5197 | 53.709 | 35.8107 | 88.0111 | 63.6474 | 24.3637 |
Avg Daily Profit (%) | 0.6444 | 0.3866 | 0.2578 | 0.4555 | 0.3552 | 0.1571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42567 | -32073 | -30807 | -51100 | -32944 | -44265 |
Profit Factor | 1.409 | 1.6318 | 1.2675 | 1.3408 | 1.6919 | 1.1466 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 63.0252 | 64.4068 | 61.6667 | 63.0252 | 64.4068 | 61.6667 |
Ratio Avg Win / Avg Loss | 0.8266 | 0.9018 | 0.7879 | 0.7866 | 0.935 | 0.7127 |
Largest Winning Trade | 17965 | 17965 | 16585 | 20284 | 20284 | 15282 |
Largest Losing Trade | -28397 | -19509 | -28397 | -37847 | -22027 | -37847 |
Avg Bars in Trades | 107 | 105 | 110 | 107 | 105 | 110 |
Avg Bars in Winners | 98 | 99 | 97 | 98 | 99 | 97 |
Avg Bars in Losers | 123 | 115 | 131 | 123 | 115 | 131 |
Bars Traded | 12810 | 6206 | 6604 | 12810 | 6206 | 6604 |
Profit Streak | 137.7323 | 0 | 137.8573 | 137.7323 | 0 | 137.8573 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406663 | -168152 | -165139 | 333534 | -167641 | -226580 |
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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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