Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98650.8876 | 58011.7964 | 40639.0912 | 105530.4558 | 87005.7912 | 18524.6646 |
Total P&L (%) | 98.6509 | 58.0118 | 40.6391 | 105.5305 | 87.0058 | 18.5247 |
Avg Daily Profit (%) | 0.7102 | 0.4176 | 0.2926 | 0.52 | 0.4516 | 0.1224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39972 | -12493 | -45769 | -56355 | -13971 | -84383 |
Profit Factor | 1.539 | 2.1808 | 1.3035 | 1.4238 | 2.6076 | 1.095 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 66.3934 | 68.8525 | 63.9344 | 66.3934 | 68.8525 | 63.9344 |
Ratio Avg Win / Avg Loss | 0.779 | 0.9865 | 0.7353 | 0.7207 | 1.1796 | 0.6177 |
Largest Winning Trade | 14609 | 10697 | 14609 | 14909 | 14909 | 14365 |
Largest Losing Trade | -30787 | -7244 | -30787 | -53403 | -7063 | -53403 |
Avg Bars in Trades | 106 | 43 | 170 | 106 | 43 | 170 |
Avg Bars in Winners | 89 | 46 | 135 | 89 | 46 | 135 |
Avg Bars in Losers | 140 | 37 | 230 | 140 | 37 | 230 |
Bars Traded | 13049 | 2679 | 10370 | 13049 | 2679 | 10370 |
Profit Streak | 149.9276 | 164.2089 | 149.9276 | 149.9276 | 164.2089 | 149.9276 |
Trades During Streak | 15 | 11 | 7 | 15 | 11 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511803 | -149385 | -155496 | 427924 | -145805 | -315275 |
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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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