Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66420.284 | 42759.8213 | 23660.4627 | 31995.8743 | 39134.7339 | -7138.8596 |
Total P&L (%) | 66.4203 | 42.7598 | 23.6605 | 31.9959 | 39.1347 | -7.1389 |
Avg Daily Profit (%) | 0.2551 | 0.1642 | 0.0909 | 0.1067 | 0.1269 | -0.0284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66432 | -21228 | -62046 | -112160 | -38783 | -104691 |
Profit Factor | 1.2668 | 1.3468 | 1.1883 | 1.0888 | 1.2369 | 0.9634 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 63.1068 | 58.8235 | 67.3077 | 63.1068 | 58.8235 | 67.3077 |
Ratio Avg Win / Avg Loss | 0.7406 | 0.9428 | 0.5772 | 0.6365 | 0.8658 | 0.468 |
Largest Winning Trade | 23364 | 23364 | 18438 | 33536 | 33536 | 22346 |
Largest Losing Trade | -43141 | -15672 | -43141 | -78494 | -30046 | -78494 |
Avg Bars in Trades | 236 | 232 | 240 | 236 | 232 | 240 |
Avg Bars in Winners | 144 | 156 | 134 | 144 | 156 | 134 |
Avg Bars in Losers | 393 | 340 | 459 | 393 | 340 | 459 |
Bars Traded | 24359 | 11847 | 12512 | 24359 | 11847 | 12512 |
Profit Streak | 8.2715 | 17.6673 | 8.2715 | 8.2715 | 17.6673 | 8.2715 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300118 | -174737 | -268842 | -175828 | -206647 | -758429 |
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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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