Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86546.8649 | 47473.3601 | 39073.5048 | 74776.7676 | 83271.6691 | -8494.9014 |
Total P&L (%) | 86.5469 | 47.4734 | 39.0735 | 74.7768 | 83.2717 | -8.4949 |
Avg Daily Profit (%) | 0.3323 | 0.1823 | 0.15 | 0.2146 | 0.2329 | -0.0341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82462 | -40019 | -51019 | -204841 | -86167 | -131884 |
Profit Factor | 1.2999 | 1.3177 | 1.2807 | 1.1278 | 1.2982 | 0.9722 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 65.6716 | 68.6567 | 62.6866 | 65.6716 | 68.6567 | 62.6866 |
Ratio Avg Win / Avg Loss | 0.6795 | 0.6015 | 0.7623 | 0.5895 | 0.5927 | 0.5787 |
Largest Winning Trade | 15778 | 15778 | 13850 | 27832 | 27832 | 20149 |
Largest Losing Trade | -20530 | -18574 | -20530 | -49536 | -33798 | -49536 |
Avg Bars in Trades | 184 | 188 | 180 | 184 | 188 | 180 |
Avg Bars in Winners | 127 | 132 | 120 | 127 | 132 | 120 |
Avg Bars in Losers | 294 | 311 | 280 | 294 | 311 | 280 |
Bars Traded | 24731 | 12649 | 12082 | 24731 | 12649 | 12082 |
Profit Streak | 14.1644 | 14.1644 | 18.1019 | 14.1644 | 14.1644 | 18.1019 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353413 | -109725 | -111717 | -71196 | -107853 | -695684 |
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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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