Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74582.9372 | 24779.1661 | 49803.7712 | 76289.6282 | 21890.4699 | 54399.1584 |
Total P&L (%) | 74.5829 | 24.7792 | 49.8038 | 76.2896 | 21.8905 | 54.3992 |
Avg Daily Profit (%) | 0.2864 | 0.0952 | 0.1912 | 0.2179 | 0.076 | 0.1669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29619 | -21927 | -27278 | -52874 | -29857 | -45240 |
Profit Factor | 1.376 | 1.2231 | 1.5706 | 1.2425 | 1.1279 | 1.3792 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 70 | 67.1429 | 72.8571 | 70 | 67.1429 | 72.8571 |
Ratio Avg Win / Avg Loss | 0.5897 | 0.5986 | 0.5851 | 0.5325 | 0.5519 | 0.5138 |
Largest Winning Trade | 12839 | 8247 | 12839 | 18458 | 11694 | 18458 |
Largest Losing Trade | -23099 | -21927 | -23099 | -36024 | -29857 | -36024 |
Avg Bars in Trades | 172 | 180 | 165 | 172 | 180 | 165 |
Avg Bars in Winners | 112 | 113 | 110 | 112 | 113 | 110 |
Avg Bars in Losers | 314 | 315 | 313 | 314 | 315 | 313 |
Bars Traded | 24211 | 12604 | 11607 | 24211 | 12604 | 11607 |
Profit Streak | 4.1707 | 4.3998 | 0 | 4.1707 | 4.3998 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314929 | -164894 | -86346 | 264485 | -271757 | -87413 |
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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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