Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95788.2722 | 16042.3416 | 79745.9306 | 119453.1034 | 20802.338 | 98650.7653 |
Total P&L (%) | 95.7883 | 16.0423 | 79.7459 | 119.4531 | 20.8023 | 98.6508 |
Avg Daily Profit (%) | 0.3678 | 0.0616 | 0.3062 | 0.3023 | 0.0726 | 0.2639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32042 | -32336 | -14738 | -34314 | -35274 | -19719 |
Profit Factor | 1.5214 | 1.1237 | 2.4756 | 1.464 | 1.1182 | 2.2108 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 71.5447 | 68.8525 | 74.1935 | 71.5447 | 68.8525 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.6051 | 0.5083 | 0.8611 | 0.5823 | 0.5059 | 0.769 |
Largest Winning Trade | 8609 | 8609 | 6275 | 11981 | 11981 | 10250 |
Largest Losing Trade | -28173 | -28173 | -13991 | -30012 | -30012 | -18897 |
Avg Bars in Trades | 199 | 200 | 199 | 199 | 200 | 199 |
Avg Bars in Winners | 117 | 106 | 127 | 117 | 106 | 127 |
Avg Bars in Losers | 407 | 407 | 406 | 407 | 407 | 406 |
Bars Traded | 24591 | 12213 | 12378 | 24591 | 12213 | 12378 |
Profit Streak | 4.3526 | 11.6443 | 4.3526 | 4.3526 | 11.6443 | 4.3526 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417535 | -365375 | -141398 | 384735 | -353595 | -142270 |
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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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