Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109846.2552 | 66831.8515 | 43014.4037 | 124130.0482 | 96408.0895 | 27721.9587 |
Total P&L (%) | 109.8463 | 66.8319 | 43.0144 | 124.13 | 96.4081 | 27.722 |
Avg Daily Profit (%) | 0.7908 | 0.4811 | 0.3097 | 0.5827 | 0.4871 | 0.1763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44150 | -17948 | -49435 | -64284 | -25937 | -68183 |
Profit Factor | 1.6226 | 2.056 | 1.3802 | 1.5099 | 2.2478 | 1.1668 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 77.1654 | 71.875 | 82.5397 | 77.1654 | 71.875 | 82.5397 |
Ratio Avg Win / Avg Loss | 0.4802 | 0.8045 | 0.292 | 0.4468 | 0.8796 | 0.2468 |
Largest Winning Trade | 12403 | 11847 | 12403 | 17094 | 17094 | 14198 |
Largest Losing Trade | -39821 | -12323 | -39821 | -53469 | -17640 | -53469 |
Avg Bars in Trades | 103 | 100 | 106 | 103 | 100 | 106 |
Avg Bars in Winners | 75 | 72 | 78 | 75 | 72 | 78 |
Avg Bars in Losers | 196 | 170 | 238 | 196 | 170 | 238 |
Bars Traded | 13128 | 6406 | 6722 | 13128 | 6406 | 6722 |
Profit Streak | 138.0431 | 138.0431 | 147.0744 | 138.0431 | 138.0431 | 147.0744 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 601286 | -126222 | -137339 | 515868 | -125589 | -177432 |
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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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