Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36429.3566 | 7428.999 | 29000.3575 | 40417.4086 | 6787.8365 | 33629.5721 |
Total P&L (%) | 36.4294 | 7.429 | 29.0004 | 40.4174 | 6.7878 | 33.6296 |
Avg Daily Profit (%) | 0.6995 | 0.1426 | 0.5568 | 0.6539 | 0.1262 | 0.5582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12418 | -10204 | -4841 | -13206 | -10559 | -5096 |
Profit Factor | 1.523 | 1.1723 | 2.0925 | 1.5319 | 1.1433 | 2.1748 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 57.4627 | 58.209 | 56.7164 | 57.4627 | 58.209 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.1274 | 0.8416 | 1.5969 | 1.134 | 0.8208 | 1.6597 |
Largest Winning Trade | 8433 | 5843 | 8433 | 10703 | 5972 | 10703 |
Largest Losing Trade | -7641 | -7641 | -2280 | -8006 | -8006 | -2376 |
Avg Bars in Trades | 177 | 206 | 148 | 177 | 206 | 148 |
Avg Bars in Winners | 180 | 226 | 133 | 180 | 226 | 133 |
Avg Bars in Losers | 172 | 177 | 168 | 172 | 177 | 168 |
Bars Traded | 23736 | 13805 | 9931 | 23736 | 13805 | 9931 |
Profit Streak | 6.5863 | 0 | 7.9613 | 6.5863 | 0 | 7.9613 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387051 | -318729 | -104580 | 387749 | -372580 | -103998 |
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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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