Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104961.2152 | 63283.2878 | 41677.9274 | 81585.4205 | 71841.2546 | 9744.1659 |
Total P&L (%) | 104.9612 | 63.2833 | 41.6779 | 81.5854 | 71.8413 | 9.7442 |
Avg Daily Profit (%) | 0.403 | 0.243 | 0.16 | 0.2293 | 0.2081 | 0.0357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64361 | -41406 | -75934 | -96823 | -39935 | -116040 |
Profit Factor | 1.3593 | 1.4738 | 1.2629 | 1.2052 | 1.42 | 1.043 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 65.0685 | 60.274 | 69.863 | 65.0685 | 60.274 | 69.863 |
Ratio Avg Win / Avg Loss | 0.7297 | 0.9714 | 0.5448 | 0.647 | 0.9359 | 0.4499 |
Largest Winning Trade | 21423 | 12150 | 21423 | 18488 | 16368 | 18488 |
Largest Losing Trade | -47513 | -29195 | -47513 | -64108 | -28271 | -64108 |
Avg Bars in Trades | 164 | 159 | 169 | 164 | 159 | 169 |
Avg Bars in Winners | 111 | 103 | 117 | 111 | 103 | 117 |
Avg Bars in Losers | 263 | 244 | 288 | 263 | 244 | 288 |
Bars Traded | 23989 | 11637 | 12352 | 23989 | 11637 | 12352 |
Profit Streak | 8.2152 | 8.2152 | 15.5485 | 8.2152 | 8.2152 | 15.5485 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384546 | -63595 | -65561 | 297185 | -63774 | -554822 |
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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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