Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86762.8398 | 53428.1943 | 33334.6454 | 83450.3348 | 38846.842 | 44603.4928 |
Total P&L (%) | 86.7628 | 53.4282 | 33.3346 | 83.4503 | 38.8468 | 44.6035 |
Avg Daily Profit (%) | 0.9995 | 0.6155 | 0.384 | 0.7014 | 0.3788 | 0.4258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67694 | -25002 | -55737 | -100698 | -54129 | -83076 |
Profit Factor | 1.5056 | 1.6062 | 1.3993 | 1.284 | 1.2482 | 1.3247 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 64.4928 | 62.3188 | 66.6667 | 64.4928 | 62.3188 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8289 | 0.9712 | 0.6997 | 0.7069 | 0.7547 | 0.6624 |
Largest Winning Trade | 32406 | 32406 | 10384 | 26446 | 26446 | 12505 |
Largest Losing Trade | -39140 | -15189 | -39140 | -56130 | -33408 | -56130 |
Avg Bars in Trades | 176 | 195 | 158 | 176 | 195 | 158 |
Avg Bars in Winners | 117 | 127 | 107 | 117 | 127 | 107 |
Avg Bars in Losers | 284 | 307 | 258 | 284 | 307 | 258 |
Bars Traded | 24394 | 13484 | 10910 | 24394 | 13484 | 10910 |
Profit Streak | 2.9317 | 4.6227 | 2.9317 | 2.9317 | 4.6227 | 2.9317 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452628 | -90442 | -96810 | 367310 | -95847 | -95907 |
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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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