Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95701.5682 | 57698.5426 | 38003.0256 | 94042.2355 | 76770.703 | 17271.5325 |
Total P&L (%) | 95.7016 | 57.6985 | 38.003 | 94.0422 | 76.7707 | 17.2715 |
Avg Daily Profit (%) | 0.6889 | 0.4154 | 0.2736 | 0.4784 | 0.411 | 0.1148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42335 | -26263 | -38062 | -61264 | -24900 | -60710 |
Profit Factor | 1.5024 | 1.8114 | 1.3183 | 1.4015 | 2.0598 | 1.1068 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 66.1017 | 62.7119 | 69.4915 | 66.1017 | 62.7119 | 69.4915 |
Ratio Avg Win / Avg Loss | 0.7705 | 1.077 | 0.5788 | 0.7187 | 1.2248 | 0.4859 |
Largest Winning Trade | 26292 | 26292 | 12533 | 26910 | 26910 | 16200 |
Largest Losing Trade | -35653 | -22323 | -35653 | -53619 | -21468 | -53619 |
Avg Bars in Trades | 110 | 107 | 113 | 110 | 107 | 113 |
Avg Bars in Winners | 96 | 95 | 96 | 96 | 95 | 96 |
Avg Bars in Losers | 137 | 126 | 150 | 137 | 126 | 150 |
Bars Traded | 12998 | 6329 | 6669 | 12998 | 6329 | 6669 |
Profit Streak | 138.8099 | 138.8099 | 145.8411 | 138.8099 | 138.8099 | 145.8411 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486729 | -164495 | -170111 | 399747 | -163234 | -327737 |
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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) |
---|