Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73117.2136 | 39527.6465 | 33589.567 | 63658.9919 | 36396.4459 | 27262.5461 |
Total P&L (%) | 73.1172 | 39.5276 | 33.5896 | 63.659 | 36.3964 | 27.2625 |
Avg Daily Profit (%) | 0.2808 | 0.1518 | 0.129 | 0.1893 | 0.1193 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35404 | -32071 | -40906 | -59302 | -52702 | -70398 |
Profit Factor | 1.3288 | 1.3399 | 1.3166 | 1.1794 | 1.199 | 1.1585 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 66.6667 | 60.7843 | 72.549 | 66.6667 | 60.7843 | 72.549 |
Ratio Avg Win / Avg Loss | 0.6644 | 0.8645 | 0.4982 | 0.5897 | 0.7736 | 0.4383 |
Largest Winning Trade | 22173 | 22173 | 11512 | 31471 | 31471 | 14653 |
Largest Losing Trade | -19365 | -16005 | -19365 | -28087 | -28031 | -28087 |
Avg Bars in Trades | 240 | 245 | 236 | 240 | 245 | 236 |
Avg Bars in Winners | 142 | 126 | 156 | 142 | 126 | 156 |
Avg Bars in Losers | 437 | 430 | 447 | 437 | 430 | 447 |
Bars Traded | 24576 | 12515 | 12061 | 24576 | 12515 | 12061 |
Profit Streak | 6.3092 | 6.3092 | 16.3717 | 6.3092 | 6.3092 | 16.3717 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354793 | -175280 | -202149 | -14822 | -218496 | -297566 |
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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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