Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101253.8345 | 15361.2518 | 85892.5826 | 128884.3583 | 19505.5656 | 109378.7926 |
Total P&L (%) | 101.2538 | 15.3613 | 85.8926 | 128.8844 | 19.5056 | 109.3788 |
Avg Daily Profit (%) | 0.3888 | 0.059 | 0.3298 | 0.3185 | 0.0684 | 0.2842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36324 | -29015 | -23358 | -49233 | -36464 | -29229 |
Profit Factor | 1.5048 | 1.1152 | 2.278 | 1.4929 | 1.1145 | 2.2011 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 69.7842 | 65.2174 | 74.2857 | 69.7842 | 65.2174 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.6516 | 0.5948 | 0.7885 | 0.6464 | 0.5944 | 0.7619 |
Largest Winning Trade | 11419 | 8166 | 11419 | 23459 | 12364 | 23459 |
Largest Losing Trade | -29015 | -29015 | -16672 | -29196 | -29196 | -20584 |
Avg Bars in Trades | 177 | 177 | 177 | 177 | 177 | 177 |
Avg Bars in Winners | 110 | 95 | 124 | 110 | 95 | 124 |
Avg Bars in Losers | 331 | 329 | 332 | 331 | 329 | 332 |
Bars Traded | 24673 | 12229 | 12444 | 24673 | 12229 | 12444 |
Profit Streak | 6.3858 | 13.7712 | 6.3858 | 6.3858 | 13.7712 | 6.3858 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437307 | -319147 | -80558 | 413053 | -304546 | -81097 |
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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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