Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64929.0142 | 18145.1221 | 46783.8922 | 56318.8267 | 13895.1417 | 42423.685 |
Total P&L (%) | 64.929 | 18.1451 | 46.7839 | 56.3188 | 13.8951 | 42.4237 |
Avg Daily Profit (%) | 0.2493 | 0.0697 | 0.1796 | 0.1717 | 0.05 | 0.1359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34998 | -21854 | -33406 | -44422 | -27570 | -47254 |
Profit Factor | 1.3302 | 1.1529 | 1.5998 | 1.2417 | 1.1024 | 1.4359 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 70.229 | 63.0769 | 77.2727 | 70.229 | 63.0769 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.5639 | 0.6749 | 0.4705 | 0.5264 | 0.6453 | 0.4223 |
Largest Winning Trade | 20077 | 16409 | 20077 | 26137 | 17360 | 26137 |
Largest Losing Trade | -23201 | -18973 | -23201 | -31606 | -19430 | -31606 |
Avg Bars in Trades | 185 | 189 | 182 | 185 | 189 | 182 |
Avg Bars in Winners | 133 | 120 | 144 | 133 | 120 | 144 |
Avg Bars in Losers | 308 | 306 | 312 | 308 | 306 | 312 |
Bars Traded | 24343 | 12303 | 12040 | 24343 | 12303 | 12040 |
Profit Streak | 5.5096 | 5.5096 | 7.4471 | 5.5096 | 5.5096 | 7.4471 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341188 | -292668 | -114820 | 277167 | -411003 | -135279 |
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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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