Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135019.6311 | 48423.4792 | 86596.1519 | 172161.5756 | 42237.0106 | 129924.565 |
Total P&L (%) | 135.0196 | 48.4235 | 86.5962 | 172.1616 | 42.237 | 129.9246 |
Avg Daily Profit (%) | 0.2592 | 0.093 | 0.1663 | 0.1924 | 0.0677 | 0.16 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69025 | -43355 | -47640 | -64656 | -54925 | -43357 |
Profit Factor | 1.5803 | 1.3629 | 1.8728 | 1.6906 | 1.2712 | 2.3888 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 71.4286 | 71.7391 | 71.1111 | 71.4286 | 71.7391 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.6321 | 0.5369 | 0.7608 | 0.6762 | 0.5008 | 0.9704 |
Largest Winning Trade | 21115 | 21115 | 12576 | 19523 | 18623 | 19523 |
Largest Losing Trade | -26828 | -26828 | -24752 | -31799 | -31799 | -21466 |
Avg Bars in Trades | 268 | 287 | 249 | 268 | 287 | 249 |
Avg Bars in Winners | 161 | 172 | 150 | 161 | 172 | 150 |
Avg Bars in Losers | 536 | 579 | 493 | 536 | 579 | 493 |
Bars Traded | 24464 | 13221 | 11242 | 24464 | 13221 | 11242 |
Profit Streak | 31.5562 | 31.5562 | 50.327 | 31.5562 | 31.5562 | 50.327 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452033 | -67732 | 428164 | 442094 | -102581 | 462079 |
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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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