Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75170.0716 | 25838.1758 | 49331.8958 | 95061.2267 | 20933.4759 | 74127.7508 |
Total P&L (%) | 75.1701 | 25.8382 | 49.3319 | 95.0612 | 20.9335 | 74.1278 |
Avg Daily Profit (%) | 0.8659 | 0.2976 | 0.5683 | 0.7726 | 0.2192 | 0.6409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35961 | -21123 | -16191 | -79057 | -49311 | -31489 |
Profit Factor | 1.6607 | 1.3466 | 2.2576 | 1.4145 | 1.1386 | 1.9465 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 69.2982 | 66.6667 | 71.9298 | 69.2982 | 66.6667 | 71.9298 |
Ratio Avg Win / Avg Loss | 0.7357 | 0.6733 | 0.881 | 0.6267 | 0.5693 | 0.7596 |
Largest Winning Trade | 12208 | 12208 | 5338 | 16081 | 16081 | 8717 |
Largest Losing Trade | -17089 | -17089 | -7286 | -34858 | -34858 | -14385 |
Avg Bars in Trades | 213 | 279 | 148 | 213 | 279 | 148 |
Avg Bars in Winners | 138 | 153 | 123 | 138 | 153 | 123 |
Avg Bars in Losers | 385 | 529 | 213 | 385 | 529 | 213 |
Bars Traded | 24394 | 15909 | 8485 | 24394 | 15909 | 8485 |
Profit Streak | 2.7064 | 2.7064 | 7.1821 | 2.7064 | 2.7064 | 7.1821 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484873 | -177588 | -166595 | 429372 | -249452 | -165181 |
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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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