Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95807.9207 | 11702.4225 | 84105.4981 | 122824.9922 | 15468.5787 | 107356.4135 |
Total P&L (%) | 95.8079 | 11.7024 | 84.1055 | 122.825 | 15.4686 | 107.3564 |
Avg Daily Profit (%) | 0.3679 | 0.0449 | 0.323 | 0.3081 | 0.0552 | 0.2804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34279 | -33376 | -12510 | -35941 | -35266 | -19526 |
Profit Factor | 1.5629 | 1.0987 | 2.6271 | 1.4933 | 1.0925 | 2.3119 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 69.7674 | 66.1538 | 73.4375 | 69.7674 | 66.1538 | 73.4375 |
Ratio Avg Win / Avg Loss | 0.6772 | 0.5621 | 0.9502 | 0.6471 | 0.559 | 0.8362 |
Largest Winning Trade | 9284 | 9284 | 7137 | 13538 | 13538 | 11610 |
Largest Losing Trade | -29091 | -29091 | -10136 | -30562 | -30562 | -19526 |
Avg Bars in Trades | 190 | 203 | 177 | 190 | 203 | 177 |
Avg Bars in Winners | 114 | 111 | 118 | 114 | 111 | 118 |
Avg Bars in Losers | 364 | 382 | 342 | 364 | 382 | 342 |
Bars Traded | 24576 | 13207 | 11369 | 24576 | 13207 | 11369 |
Profit Streak | 4.8584 | 4.8584 | 17.4834 | 4.8584 | 4.8584 | 17.4834 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436667 | -489214 | -125155 | 402969 | -379388 | -126127 |
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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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