Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66239.3094 | 6832.2565 | 59407.0529 | 61174.3541 | 1499.8219 | 59674.5323 |
Total P&L (%) | 66.2393 | 6.8323 | 59.4071 | 61.1744 | 1.4998 | 59.6745 |
Avg Daily Profit (%) | 0.2544 | 0.0262 | 0.2281 | 0.1835 | 0.0057 | 0.1799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35918 | -36060 | -20928 | -39630 | -42710 | -27791 |
Profit Factor | 1.3302 | 1.0517 | 1.8667 | 1.2452 | 1.0095 | 1.6565 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 69.8529 | 64.7059 | 75 | 69.8529 | 64.7059 | 75 |
Ratio Avg Win / Avg Loss | 0.5741 | 0.5737 | 0.6222 | 0.5374 | 0.5506 | 0.5522 |
Largest Winning Trade | 12948 | 12948 | 8950 | 14867 | 14867 | 11608 |
Largest Losing Trade | -28946 | -28946 | -18861 | -31470 | -31470 | -25244 |
Avg Bars in Trades | 178 | 172 | 184 | 178 | 172 | 184 |
Avg Bars in Winners | 113 | 99 | 125 | 113 | 99 | 125 |
Avg Bars in Losers | 330 | 307 | 363 | 330 | 307 | 363 |
Bars Traded | 24304 | 11747 | 12557 | 24304 | 11747 | 12557 |
Profit Streak | 11.544 | 29.9399 | 11.544 | 11.544 | 29.9399 | 11.544 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326332 | -596044 | -98783 | 273659 | -669917 | -99583 |
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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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