Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122935.5269 | 19628.9313 | 103306.5956 | 169553.8483 | 23940.2968 | 145613.5516 |
Total P&L (%) | 122.9355 | 19.6289 | 103.3066 | 169.5538 | 23.9403 | 145.6136 |
Avg Daily Profit (%) | 0.4721 | 0.0754 | 0.3967 | 0.3815 | 0.0825 | 0.3457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36939 | -22176 | -20701 | -38035 | -26806 | -22066 |
Profit Factor | 1.6041 | 1.1503 | 2.4179 | 1.7552 | 1.1677 | 2.782 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 67.1533 | 64.7059 | 69.5652 | 67.1533 | 64.7059 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.7846 | 0.6274 | 1.0578 | 0.8585 | 0.6369 | 1.2171 |
Largest Winning Trade | 35129 | 10248 | 35129 | 70075 | 9700 | 70075 |
Largest Losing Trade | -28956 | -28956 | -14630 | -29029 | -29029 | -15097 |
Avg Bars in Trades | 177 | 179 | 175 | 177 | 179 | 175 |
Avg Bars in Winners | 125 | 103 | 145 | 125 | 103 | 145 |
Avg Bars in Losers | 284 | 318 | 245 | 284 | 318 | 245 |
Bars Traded | 24349 | 12216 | 12133 | 24349 | 12216 | 12133 |
Profit Streak | 8.4718 | 15.9301 | 8.4718 | 8.4718 | 15.9301 | 8.4718 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471003 | -263433 | -86188 | 453632 | -231988 | -85921 |
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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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