Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64851.9437 | 31856.0677 | 32995.8759 | 14601.3741 | 28388.0123 | -13786.6382 |
Total P&L (%) | 64.8519 | 31.8561 | 32.9959 | 14.6014 | 28.388 | -13.7866 |
Avg Daily Profit (%) | 0.249 | 0.1223 | 0.1267 | 0.0523 | 0.096 | -0.0569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79983 | -11206 | -76583 | -175966 | -26475 | -168439 |
Profit Factor | 1.3188 | 1.5922 | 1.2205 | 1.0427 | 1.3226 | 0.9457 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 67.3267 | 64.7059 | 70 | 67.3267 | 64.7059 | 70 |
Ratio Avg Win / Avg Loss | 0.64 | 0.8685 | 0.5231 | 0.506 | 0.7214 | 0.4053 |
Largest Winning Trade | 13324 | 7573 | 13324 | 21002 | 15190 | 21002 |
Largest Losing Trade | -59267 | -10871 | -59267 | -142563 | -25772 | -142563 |
Avg Bars in Trades | 238 | 111 | 367 | 238 | 111 | 367 |
Avg Bars in Winners | 139 | 74 | 200 | 139 | 74 | 200 |
Avg Bars in Losers | 440 | 179 | 754 | 440 | 179 | 754 |
Bars Traded | 24042 | 5692 | 18350 | 24042 | 5692 | 18350 |
Profit Streak | 6.0891 | 6.0891 | 11.6724 | 6.0891 | 6.0891 | 11.6724 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316616 | -211296 | -206068 | -318260 | -248352 | -758064 |
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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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