Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65821.2247 | 47174.1967 | 18647.0281 | 33430.8741 | 36124.3364 | -2693.4624 |
Total P&L (%) | 65.8212 | 47.1742 | 18.647 | 33.4309 | 36.1243 | -2.6935 |
Avg Daily Profit (%) | 0.7582 | 0.5434 | 0.2148 | 0.3328 | 0.3559 | -0.0314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77851 | -45600 | -40781 | -125580 | -64868 | -70612 |
Profit Factor | 1.3204 | 1.4632 | 1.18 | 1.1352 | 1.3082 | 0.9793 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 44.2029 | 40.5797 | 47.8261 | 44.2029 | 40.5797 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.6667 | 2.1425 | 1.2872 | 1.433 | 1.9156 | 1.0683 |
Largest Winning Trade | 68520 | 68520 | 15491 | 79880 | 79880 | 17634 |
Largest Losing Trade | -33489 | -9787 | -33489 | -62453 | -16942 | -62453 |
Avg Bars in Trades | 179 | 175 | 182 | 179 | 175 | 182 |
Avg Bars in Winners | 239 | 249 | 231 | 239 | 249 | 231 |
Avg Bars in Losers | 131 | 124 | 138 | 131 | 124 | 138 |
Bars Traded | 24722 | 12096 | 12626 | 24722 | 12096 | 12626 |
Profit Streak | 4.4206 | 4.4206 | 5.5282 | 4.4206 | 4.4206 | 5.5282 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386083 | -95767 | -125705 | -68557 | -99299 | -682202 |
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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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