Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73246.8895 | 49032.6029 | 24214.2866 | 55843.5268 | 54408.2773 | 1435.2495 |
Total P&L (%) | 73.2469 | 49.0326 | 24.2143 | 55.8435 | 54.4083 | 1.4352 |
Avg Daily Profit (%) | 0.5273 | 0.353 | 0.1743 | 0.3199 | 0.3132 | 0.0103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52124 | -25650 | -53787 | -63196 | -23083 | -65029 |
Profit Factor | 1.3757 | 1.6792 | 1.1972 | 1.2487 | 1.7112 | 1.0097 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 66.4286 | 65.7143 | 67.1429 | 66.4286 | 65.7143 | 67.1429 |
Ratio Avg Win / Avg Loss | 0.6952 | 0.8761 | 0.5859 | 0.6311 | 0.8928 | 0.4941 |
Largest Winning Trade | 11847 | 11847 | 11536 | 11886 | 11886 | 10609 |
Largest Losing Trade | -39045 | -13334 | -39045 | -43759 | -15371 | -43759 |
Avg Bars in Trades | 92 | 90 | 95 | 92 | 90 | 95 |
Avg Bars in Winners | 68 | 65 | 71 | 68 | 65 | 71 |
Avg Bars in Losers | 141 | 137 | 145 | 141 | 137 | 145 |
Bars Traded | 13015 | 6316 | 6699 | 13015 | 6316 | 6699 |
Profit Streak | 134.9294 | 134.9294 | 136.1169 | 134.9294 | 134.9294 | 136.1169 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395188 | -85442 | -95080 | 269468 | -85340 | -649602 |
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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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