Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104477.3281 | 69480.2615 | 34997.0666 | 151795.904 | 104448.1703 | 47347.7336 |
Total P&L (%) | 104.4773 | 69.4803 | 34.9971 | 151.7959 | 104.4482 | 47.3477 |
Avg Daily Profit (%) | 0.4012 | 0.2668 | 0.1344 | 0.3552 | 0.275 | 0.149 |
Buy And Hold Return (%) | 21.1948 | 21.1948 | 21.1948 | 21.1948 | 21.1948 | 21.1948 |
Max Trade Drawdown | -37065 | -21787 | -19255 | -39199 | -26445 | -22055 |
Profit Factor | 1.7841 | 1.8216 | 1.7189 | 1.8343 | 1.9062 | 1.71 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 74.8092 | 75.7576 | 73.8462 | 74.8092 | 75.7576 | 73.8462 |
Ratio Avg Win / Avg Loss | 0.6008 | 0.5829 | 0.6088 | 0.6177 | 0.61 | 0.6056 |
Largest Winning Trade | 11457 | 11457 | 6950 | 12210 | 12210 | 7759 |
Largest Losing Trade | -21166 | -21166 | -15233 | -26445 | -26445 | -17896 |
Avg Bars in Trades | 187 | 311 | 61 | 187 | 311 | 61 |
Avg Bars in Winners | 92 | 145 | 37 | 92 | 145 | 37 |
Avg Bars in Losers | 469 | 830 | 129 | 469 | 830 | 129 |
Bars Traded | 24588 | 20587 | 4001 | 24588 | 20587 | 4001 |
Profit Streak | 4.1359 | 4.1359 | 13.9588 | 4.1359 | 4.1359 | 13.9588 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426033 | -115862 | -151266 | 465639 | -114162 | -127972 |
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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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