Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95910.6851 | 59315.3594 | 36595.3257 | 98253.6708 | 75435.5961 | 22818.0747 |
Total P&L (%) | 95.9107 | 59.3154 | 36.5953 | 98.2537 | 75.4356 | 22.8181 |
Avg Daily Profit (%) | 0.6905 | 0.427 | 0.2634 | 0.4939 | 0.4055 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35084 | -23172 | -38858 | -41094 | -22387 | -46676 |
Profit Factor | 1.4876 | 1.7137 | 1.3221 | 1.4511 | 1.9355 | 1.1664 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 65.2174 | 66.6667 | 63.7681 | 65.2174 | 66.6667 | 63.7681 |
Ratio Avg Win / Avg Loss | 0.7934 | 0.8569 | 0.7512 | 0.7739 | 0.9677 | 0.6627 |
Largest Winning Trade | 14518 | 14518 | 10577 | 14774 | 14774 | 12961 |
Largest Losing Trade | -35084 | -17197 | -35084 | -40992 | -15620 | -40992 |
Avg Bars in Trades | 93 | 92 | 95 | 93 | 92 | 95 |
Avg Bars in Winners | 75 | 72 | 78 | 75 | 72 | 78 |
Avg Bars in Losers | 128 | 132 | 125 | 128 | 132 | 125 |
Bars Traded | 12959 | 6359 | 6600 | 12959 | 6359 | 6600 |
Profit Streak | 146.6363 | 146.6363 | 151.4801 | 146.6363 | 146.6363 | 151.4801 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483807 | -90599 | -96013 | 415307 | -89643 | -139784 |
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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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