Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103295.9653 | 57633.7078 | 45662.2575 | 121212.9964 | 73673.0303 | 47539.9662 |
Total P&L (%) | 103.296 | 57.6337 | 45.6623 | 121.213 | 73.673 | 47.54 |
Avg Daily Profit (%) | 0.3967 | 0.2213 | 0.1753 | 0.3053 | 0.2122 | 0.1495 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61175 | -18030 | -63446 | -135246 | -40048 | -135802 |
Profit Factor | 1.5139 | 1.5834 | 1.4468 | 1.2989 | 1.3806 | 1.2244 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 72.0339 | 69.4915 | 74.5763 | 72.0339 | 69.4915 | 74.5763 |
Ratio Avg Win / Avg Loss | 0.5878 | 0.6951 | 0.4932 | 0.5043 | 0.6061 | 0.4174 |
Largest Winning Trade | 17717 | 16699 | 17717 | 34089 | 34089 | 30724 |
Largest Losing Trade | -27352 | -15993 | -27352 | -47338 | -28761 | -47338 |
Avg Bars in Trades | 209 | 214 | 204 | 209 | 214 | 204 |
Avg Bars in Winners | 123 | 109 | 137 | 123 | 109 | 137 |
Avg Bars in Losers | 431 | 455 | 401 | 431 | 455 | 401 |
Bars Traded | 24763 | 12681 | 12082 | 24763 | 12681 | 12082 |
Profit Streak | 9.21 | 9.21 | 22.0225 | 9.21 | 9.21 | 22.0225 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460599 | -166873 | -168330 | 385200 | -167366 | -170462 |
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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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