Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53349.9462 | 37831.9669 | 15517.9793 | 27728.7414 | 38892.3966 | -11163.6552 |
Total P&L (%) | 53.3499 | 37.832 | 15.518 | 27.7287 | 38.8924 | -11.1637 |
Avg Daily Profit (%) | 0.3841 | 0.2723 | 0.1117 | 0.1763 | 0.2368 | -0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43529 | -22957 | -42510 | -55575 | -28190 | -61400 |
Profit Factor | 1.2739 | 1.5198 | 1.1272 | 1.1272 | 1.5096 | 0.9212 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 69.5313 | 67.1875 | 71.875 | 69.5313 | 67.1875 | 71.875 |
Ratio Avg Win / Avg Loss | 0.5582 | 0.7422 | 0.4411 | 0.494 | 0.7372 | 0.3605 |
Largest Winning Trade | 10122 | 8256 | 10122 | 9741 | 9741 | 8298 |
Largest Losing Trade | -39275 | -12413 | -39275 | -47447 | -14484 | -47447 |
Avg Bars in Trades | 101 | 98 | 104 | 101 | 98 | 104 |
Avg Bars in Winners | 66 | 67 | 65 | 66 | 67 | 65 |
Avg Bars in Losers | 181 | 162 | 204 | 181 | 162 | 204 |
Bars Traded | 12987 | 6314 | 6673 | 12987 | 6314 | 6673 |
Profit Streak | 143.3533 | 143.3533 | 146.5199 | 143.3533 | 143.3533 | 146.5199 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319576 | -131797 | -272745 | -75610 | -132069 | -717521 |
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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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