Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104307.8855 | 60871.9248 | 43435.9607 | 127344.2112 | 89810.4181 | 37533.7932 |
Total P&L (%) | 104.3079 | 60.8719 | 43.436 | 127.3442 | 89.8104 | 37.5338 |
Avg Daily Profit (%) | 0.7509 | 0.4382 | 0.3127 | 0.593 | 0.4624 | 0.2297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43806 | -20288 | -41113 | -65311 | -31212 | -62988 |
Profit Factor | 1.6688 | 2.0616 | 1.4404 | 1.5781 | 2.1921 | 1.2589 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 73.6842 | 68.4211 | 78.9474 | 73.6842 | 68.4211 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.596 | 0.9515 | 0.3841 | 0.5636 | 1.0117 | 0.3357 |
Largest Winning Trade | 11744 | 8256 | 11744 | 17339 | 17339 | 13567 |
Largest Losing Trade | -34331 | -12624 | -34331 | -49198 | -16969 | -49198 |
Avg Bars in Trades | 113 | 110 | 117 | 113 | 110 | 117 |
Avg Bars in Winners | 75 | 71 | 79 | 75 | 71 | 79 |
Avg Bars in Losers | 220 | 195 | 258 | 220 | 195 | 258 |
Bars Traded | 12977 | 6304 | 6673 | 12977 | 6304 | 6673 |
Profit Streak | 138.2645 | 138.2645 | 147.4936 | 138.2645 | 138.2645 | 147.4936 |
Trades During Streak | 4 | 2 | 9 | 4 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 574759 | -168298 | -170605 | 516569 | -165564 | -172948 |
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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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