Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75766.2227 | 31210.9944 | 44555.2283 | 85778.6109 | 24131.6239 | 61646.987 |
Total P&L (%) | 75.7662 | 31.211 | 44.5552 | 85.7786 | 24.1316 | 61.647 |
Avg Daily Profit (%) | 0.165 | 0.068 | 0.0971 | 0.135 | 0.0471 | 0.1047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26339 | -26339 | -21157 | -59069 | -59069 | -34091 |
Profit Factor | 1.5581 | 1.4558 | 1.6622 | 1.4013 | 1.2108 | 1.6208 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 74.1007 | 72.4638 | 75.7143 | 74.1007 | 72.4638 | 75.7143 |
Ratio Avg Win / Avg Loss | 0.5446 | 0.5532 | 0.5332 | 0.4898 | 0.4601 | 0.5199 |
Largest Winning Trade | 9453 | 8213 | 9453 | 14935 | 11331 | 14935 |
Largest Losing Trade | -26339 | -26339 | -21157 | -59069 | -59069 | -34091 |
Avg Bars in Trades | 76 | 75 | 78 | 76 | 75 | 78 |
Avg Bars in Winners | 54 | 50 | 57 | 54 | 50 | 57 |
Avg Bars in Losers | 141 | 140 | 142 | 141 | 140 | 142 |
Bars Traded | 10690 | 5210 | 5480 | 10690 | 5210 | 5480 |
Profit Streak | 605.1131 | 605.1131 | 614.9881 | 605.1131 | 605.1131 | 614.9881 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409585 | -204742 | -155095 | -9696 | -235219 | -143765 |
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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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