Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56176.5984 | 34932.7071 | 21243.8912 | 34846.6659 | 35722.081 | -875.415 |
Total P&L (%) | 56.1766 | 34.9327 | 21.2439 | 34.8467 | 35.7221 | -0.8754 |
Avg Daily Profit (%) | 0.4044 | 0.2515 | 0.1529 | 0.2155 | 0.2201 | -0.0063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41119 | -18871 | -42549 | -41508 | -19064 | -54220 |
Profit Factor | 1.2864 | 1.4532 | 1.1784 | 1.1787 | 1.5123 | 0.993 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 64.7059 | 66.1765 | 63.2353 | 64.7059 | 66.1765 | 63.2353 |
Ratio Avg Win / Avg Loss | 0.7017 | 0.7428 | 0.6851 | 0.6429 | 0.773 | 0.5773 |
Largest Winning Trade | 10763 | 8775 | 10763 | 9770 | 7966 | 9770 |
Largest Losing Trade | -35475 | -13003 | -35475 | -36090 | -10930 | -36090 |
Avg Bars in Trades | 94 | 94 | 94 | 94 | 94 | 94 |
Avg Bars in Winners | 73 | 75 | 71 | 73 | 75 | 71 |
Avg Bars in Losers | 132 | 132 | 132 | 132 | 132 | 132 |
Bars Traded | 12838 | 6442 | 6396 | 12838 | 6442 | 6396 |
Profit Streak | 146.4791 | 146.4791 | 146.6353 | 146.4791 | 146.4791 | 146.6353 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322806 | -102616 | -132553 | -18395 | -102453 | -688518 |
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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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