Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86713.8062 | 52100.8305 | 34612.9757 | 87973.7261 | 65977.2344 | 21996.4917 |
Total P&L (%) | 86.7138 | 52.1008 | 34.613 | 87.9737 | 65.9772 | 21.9965 |
Avg Daily Profit (%) | 0.6242 | 0.3751 | 0.2492 | 0.4554 | 0.3654 | 0.1432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48889 | -22307 | -42177 | -63627 | -30342 | -57089 |
Profit Factor | 1.5196 | 1.8206 | 1.3348 | 1.4182 | 1.865 | 1.1641 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 74.5614 | 70.1754 | 78.9474 | 74.5614 | 70.1754 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.5185 | 0.7738 | 0.3559 | 0.4839 | 0.7926 | 0.3104 |
Largest Winning Trade | 11657 | 8256 | 11657 | 14336 | 14336 | 11243 |
Largest Losing Trade | -35418 | -12624 | -35418 | -44407 | -15468 | -44407 |
Avg Bars in Trades | 113 | 109 | 117 | 113 | 109 | 117 |
Avg Bars in Winners | 76 | 69 | 81 | 76 | 69 | 81 |
Avg Bars in Losers | 224 | 203 | 254 | 224 | 203 | 254 |
Bars Traded | 12978 | 6259 | 6719 | 12978 | 6259 | 6719 |
Profit Streak | 143.4453 | 143.4453 | 152.6328 | 143.4453 | 143.4453 | 152.6328 |
Trades During Streak | 4 | 2 | 8 | 4 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517402 | -169659 | -172611 | 443137 | -168730 | -225699 |
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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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