Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89070.0917 | 49476.6665 | 39593.4252 | 91680.6072 | 61893.14 | 29787.4672 |
Total P&L (%) | 89.0701 | 49.4767 | 39.5934 | 91.6806 | 61.8931 | 29.7875 |
Avg Daily Profit (%) | 0.342 | 0.19 | 0.152 | 0.2502 | 0.1852 | 0.1002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29341 | -23915 | -41476 | -47322 | -37922 | -72964 |
Profit Factor | 1.4009 | 1.3868 | 1.42 | 1.2567 | 1.314 | 1.1862 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 67.4797 | 63.9344 | 70.9677 | 67.4797 | 63.9344 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.6751 | 0.7823 | 0.5809 | 0.6056 | 0.7412 | 0.4852 |
Largest Winning Trade | 23762 | 23762 | 17596 | 27684 | 27684 | 17433 |
Largest Losing Trade | -20069 | -14590 | -20069 | -29576 | -22712 | -29576 |
Avg Bars in Trades | 195 | 276 | 114 | 195 | 276 | 114 |
Avg Bars in Winners | 124 | 169 | 85 | 124 | 169 | 85 |
Avg Bars in Losers | 341 | 466 | 188 | 341 | 466 | 188 |
Bars Traded | 24008 | 16881 | 7127 | 24008 | 16881 | 7127 |
Profit Streak | 10.9469 | 14.0094 | 10.9469 | 10.9469 | 14.0094 | 10.9469 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385783 | -154608 | -147226 | 325795 | -154255 | -231136 |
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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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