Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96635.0304 | 55697.6391 | 40937.3912 | 100731.0042 | 83133.1058 | 17597.8984 |
Total P&L (%) | 96.635 | 55.6976 | 40.9374 | 100.731 | 83.1331 | 17.5979 |
Avg Daily Profit (%) | 0.6957 | 0.401 | 0.2947 | 0.5029 | 0.4365 | 0.1168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42114 | -20136 | -43287 | -63483 | -18636 | -81716 |
Profit Factor | 1.5338 | 1.8288 | 1.3597 | 1.4225 | 2.1597 | 1.1056 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 72.3077 | 69.2308 | 75.3846 | 72.3077 | 69.2308 | 75.3846 |
Ratio Avg Win / Avg Loss | 0.5874 | 0.8128 | 0.444 | 0.5448 | 0.9598 | 0.361 |
Largest Winning Trade | 9661 | 7628 | 9661 | 10935 | 10098 | 10935 |
Largest Losing Trade | -37973 | -14600 | -37973 | -59461 | -13311 | -59461 |
Avg Bars in Trades | 100 | 99 | 100 | 100 | 99 | 100 |
Avg Bars in Winners | 75 | 75 | 76 | 75 | 75 | 76 |
Avg Bars in Losers | 162 | 152 | 175 | 162 | 152 | 175 |
Bars Traded | 13001 | 6453 | 6548 | 13001 | 6453 | 6548 |
Profit Streak | 148.2391 | 148.2391 | 153.2912 | 148.2391 | 148.2391 | 153.2912 |
Trades During Streak | 12 | 6 | 9 | 12 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531915 | -120447 | -123565 | 448107 | -118551 | -280333 |
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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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