Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84979.2152 | 54081.3494 | 30897.8658 | 78515.0397 | 75835.4851 | 2679.5546 |
Total P&L (%) | 84.9792 | 54.0813 | 30.8979 | 78.515 | 75.8355 | 2.6796 |
Avg Daily Profit (%) | 0.6118 | 0.3893 | 0.2224 | 0.4181 | 0.4071 | 0.019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56187 | -11158 | -65269 | -107758 | -13589 | -122020 |
Profit Factor | 1.4474 | 2.0078 | 1.2268 | 1.2753 | 2.0483 | 1.0126 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 68.6275 | 68.6275 | 68.6275 | 68.6275 | 68.6275 | 68.6275 |
Ratio Avg Win / Avg Loss | 0.6617 | 0.9178 | 0.5608 | 0.583 | 0.9364 | 0.4629 |
Largest Winning Trade | 15317 | 7492 | 15317 | 17016 | 12443 | 17016 |
Largest Losing Trade | -35269 | -11060 | -35269 | -67484 | -13589 | -67484 |
Avg Bars in Trades | 127 | 50 | 203 | 127 | 50 | 203 |
Avg Bars in Winners | 113 | 61 | 164 | 113 | 61 | 164 |
Avg Bars in Losers | 158 | 28 | 289 | 158 | 28 | 289 |
Bars Traded | 12994 | 2595 | 10399 | 12994 | 2595 | 10399 |
Profit Streak | 140.5012 | 140.5012 | 143.7096 | 140.5012 | 140.5012 | 143.7096 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473428 | -168823 | -175225 | 375950 | -167532 | -719526 |
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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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