Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64970.8311 | 44041.5684 | 20929.2627 | 47911.7226 | 51374.5871 | -3462.8645 |
Total P&L (%) | 64.9708 | 44.0416 | 20.9293 | 47.9117 | 51.3746 | -3.4629 |
Avg Daily Profit (%) | 0.4677 | 0.3171 | 0.1507 | 0.2822 | 0.2989 | -0.0254 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38909 | -22282 | -38138 | -57928 | -22713 | -56329 |
Profit Factor | 1.2507 | 1.3695 | 1.1496 | 1.1606 | 1.4085 | 0.9799 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 125 | 59 | 66 | 125 | 59 | 66 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 67.2043 | 63.4409 | 70.9677 | 67.2043 | 63.4409 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.6104 | 0.7892 | 0.4703 | 0.5664 | 0.8117 | 0.4009 |
Largest Winning Trade | 12368 | 12368 | 7812 | 16503 | 16503 | 9561 |
Largest Losing Trade | -28261 | -13665 | -28261 | -33904 | -13673 | -33904 |
Avg Bars in Trades | 70 | 69 | 71 | 70 | 69 | 71 |
Avg Bars in Winners | 53 | 52 | 54 | 53 | 52 | 54 |
Avg Bars in Losers | 104 | 97 | 112 | 104 | 97 | 112 |
Bars Traded | 13051 | 6428 | 6623 | 13051 | 6428 | 6623 |
Profit Streak | 131.1867 | 131.1867 | 132.3742 | 131.1867 | 131.1867 | 132.3742 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385043 | 250225 | -54425 | -35749 | 275581 | -578452 |
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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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