Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76355.5866 | 19952.5018 | 56403.0848 | 60053.5728 | 6108.6256 | 53944.9472 |
Total P&L (%) | 76.3556 | 19.9525 | 56.4031 | 60.0536 | 6.1086 | 53.9449 |
Avg Daily Profit (%) | 0.2932 | 0.0766 | 0.2166 | 0.1808 | 0.0228 | 0.1658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51973 | -30468 | -50404 | -63412 | -36963 | -59299 |
Profit Factor | 1.3162 | 1.1533 | 1.5066 | 1.227 | 1.0424 | 1.4478 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 63.8095 | 65.3846 | 62.2642 | 63.8095 | 65.3846 | 62.2642 |
Ratio Avg Win / Avg Loss | 0.7465 | 0.6106 | 0.9131 | 0.6959 | 0.5519 | 0.8774 |
Largest Winning Trade | 25911 | 13948 | 25911 | 32937 | 12985 | 32937 |
Largest Losing Trade | -27082 | -20168 | -27082 | -30879 | -22073 | -30879 |
Avg Bars in Trades | 232 | 232 | 232 | 232 | 232 | 232 |
Avg Bars in Winners | 172 | 160 | 184 | 172 | 160 | 184 |
Avg Bars in Losers | 338 | 368 | 311 | 338 | 368 | 311 |
Bars Traded | 24424 | 12110 | 12314 | 24424 | 12110 | 12314 |
Profit Streak | 8.4983 | 17.9566 | 8.4983 | 8.4983 | 17.9566 | 8.4983 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331401 | -329127 | -172201 | 253325 | -681744 | -173159 |
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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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