Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84228.7418 | 49228.0164 | 35000.7254 | 77339.6244 | 65170.9887 | 12168.6356 |
Total P&L (%) | 84.2287 | 49.228 | 35.0007 | 77.3396 | 65.171 | 12.1686 |
Avg Daily Profit (%) | 0.6064 | 0.3544 | 0.252 | 0.4133 | 0.3619 | 0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40209 | -20167 | -39563 | -51962 | -18530 | -66888 |
Profit Factor | 1.4613 | 1.6973 | 1.3125 | 1.3607 | 1.9443 | 1.0837 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 72.3077 | 72.3077 | 72.3077 | 72.3077 | 72.3077 | 72.3077 |
Ratio Avg Win / Avg Loss | 0.5596 | 0.65 | 0.5027 | 0.5211 | 0.7446 | 0.415 |
Largest Winning Trade | 11363 | 9146 | 11363 | 12029 | 10226 | 12029 |
Largest Losing Trade | -36679 | -13003 | -36679 | -48978 | -11625 | -48978 |
Avg Bars in Trades | 99 | 99 | 99 | 99 | 99 | 99 |
Avg Bars in Winners | 78 | 80 | 75 | 78 | 80 | 75 |
Avg Bars in Losers | 155 | 148 | 162 | 155 | 148 | 162 |
Bars Traded | 12967 | 6479 | 6488 | 12967 | 6479 | 6488 |
Profit Streak | 146.284 | 146.284 | 146.4506 | 146.284 | 146.284 | 146.4506 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491517 | -121086 | -125171 | 409973 | -119465 | -440049 |
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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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