Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77811.0332 | 45373.9856 | 32437.0476 | 72443.4967 | 63856.457 | 8587.0398 |
Total P&L (%) | 77.811 | 45.374 | 32.437 | 72.4435 | 63.8565 | 8.587 |
Avg Daily Profit (%) | 0.2988 | 0.1742 | 0.1246 | 0.2095 | 0.1898 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50948 | -35399 | -39355 | -98923 | -47047 | -77588 |
Profit Factor | 1.3166 | 1.3602 | 1.2707 | 1.1972 | 1.3739 | 1.0437 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 68.5039 | 67.1875 | 69.8413 | 68.5039 | 67.1875 | 69.8413 |
Ratio Avg Win / Avg Loss | 0.6053 | 0.6643 | 0.5487 | 0.5504 | 0.671 | 0.4507 |
Largest Winning Trade | 15515 | 15515 | 10552 | 22091 | 22091 | 19794 |
Largest Losing Trade | -18324 | -18324 | -17439 | -29871 | -21857 | -29871 |
Avg Bars in Trades | 193 | 195 | 190 | 193 | 195 | 190 |
Avg Bars in Winners | 99 | 89 | 109 | 99 | 89 | 109 |
Avg Bars in Losers | 396 | 414 | 376 | 396 | 414 | 376 |
Bars Traded | 24527 | 12543 | 11984 | 24527 | 12543 | 11984 |
Profit Streak | 9.0844 | 9.0844 | 19.2303 | 9.0844 | 9.0844 | 19.2303 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362252 | -132315 | -175322 | 196934 | -130763 | -634490 |
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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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