Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66745.6689 | 37489.4756 | 29256.1933 | 22593.6212 | 5491.9191 | 17101.7022 |
Total P&L (%) | 66.7457 | 37.4895 | 29.2562 | 22.5936 | 5.4919 | 17.1017 |
Avg Daily Profit (%) | 0.2563 | 0.144 | 0.1123 | 0.0783 | 0.0205 | 0.0606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45421 | -47729 | -33946 | -50239 | -44949 | -31658 |
Profit Factor | 1.2762 | 1.2358 | 1.354 | 1.1039 | 1.0379 | 1.2356 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 67.0455 | 63.6364 | 70.4545 | 67.0455 | 63.6364 | 70.4545 |
Ratio Avg Win / Avg Loss | 0.6273 | 0.7062 | 0.5678 | 0.5426 | 0.5931 | 0.5182 |
Largest Winning Trade | 30337 | 30337 | 14942 | 28361 | 28361 | 12438 |
Largest Losing Trade | -34883 | -34883 | -33946 | -36273 | -36273 | -31658 |
Avg Bars in Trades | 278 | 405 | 151 | 278 | 405 | 151 |
Avg Bars in Winners | 165 | 236 | 101 | 165 | 236 | 101 |
Avg Bars in Losers | 507 | 699 | 270 | 507 | 699 | 270 |
Bars Traded | 24499 | 17827 | 6672 | 24499 | 17827 | 6672 |
Profit Streak | 9.3546 | 13.8234 | 9.3546 | 9.3546 | 13.8234 | 9.3546 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328117 | -3354 | -45021 | -198547 | -509757 | -120323 |
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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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