Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81479.3707 | 9855.7955 | 71623.5752 | 93234.3927 | 15519.7817 | 77714.611 |
Total P&L (%) | 81.4794 | 9.8558 | 71.6236 | 93.2344 | 15.5198 | 77.7146 |
Avg Daily Profit (%) | 0.3129 | 0.0378 | 0.275 | 0.2533 | 0.0554 | 0.221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39121 | -16313 | -30539 | -77591 | -26095 | -63376 |
Profit Factor | 1.5042 | 1.1555 | 1.7291 | 1.3518 | 1.158 | 1.4658 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 58.2734 | 61.4286 | 55.0725 | 58.2734 | 61.4286 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.0771 | 0.7255 | 1.4106 | 0.968 | 0.7271 | 1.1958 |
Largest Winning Trade | 26530 | 11948 | 26530 | 38199 | 18351 | 38199 |
Largest Losing Trade | -15092 | -7339 | -15092 | -31128 | -11733 | -31128 |
Avg Bars in Trades | 173 | 46 | 301 | 173 | 46 | 301 |
Avg Bars in Winners | 171 | 44 | 314 | 171 | 44 | 314 |
Avg Bars in Losers | 175 | 48 | 285 | 175 | 48 | 285 |
Bars Traded | 24051 | 3236 | 20815 | 24051 | 3236 | 20815 |
Profit Streak | 13.3437 | 13.3437 | 16.4271 | 13.3437 | 13.3437 | 16.4271 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414994 | -452287 | -90508 | 303135 | -270150 | -92038 |
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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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