Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75038.3826 | 61084.8865 | 13953.4962 | 25194.2322 | -2997.7472 | 28191.9794 |
Total P&L (%) | 75.0384 | 61.0849 | 13.9535 | 25.1942 | -2.9977 | 28.192 |
Avg Daily Profit (%) | 0.2818 | 0.2294 | 0.0524 | 0.0844 | -0.0114 | 0.0933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109415 | -59598 | -79102 | -109445 | -79682 | -61063 |
Profit Factor | 1.2506 | 1.4028 | 1.0944 | 1.0847 | 0.9832 | 1.2362 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 65.2542 | 66.1017 | 64.4068 | 65.2542 | 66.1017 | 64.4068 |
Ratio Avg Win / Avg Loss | 0.6659 | 0.7194 | 0.6048 | 0.5776 | 0.5042 | 0.6831 |
Largest Winning Trade | 21544 | 21544 | 19303 | 21356 | 17006 | 21356 |
Largest Losing Trade | -43212 | -43212 | -32230 | -56386 | -56386 | -26088 |
Avg Bars in Trades | 104 | 112 | 96 | 104 | 112 | 96 |
Avg Bars in Winners | 73 | 80 | 66 | 73 | 80 | 66 |
Avg Bars in Losers | 161 | 172 | 149 | 161 | 172 | 149 |
Bars Traded | 12291 | 6612 | 5679 | 12291 | 6612 | 5679 |
Profit Streak | 276.7821 | 276.7821 | 297.4904 | 276.7821 | 276.7821 | 297.4904 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313151 | -169058 | -458855 | -210584 | -756159 | -248446 |
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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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