Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59281.9517 | 38866.46 | 20415.4916 | 42284.4683 | 47740.2967 | -5455.8284 |
Total P&L (%) | 59.282 | 38.8665 | 20.4155 | 42.2845 | 47.7403 | -5.4558 |
Avg Daily Profit (%) | 0.4268 | 0.2798 | 0.147 | 0.2542 | 0.2814 | -0.0404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41566 | -27935 | -40901 | -65106 | -28869 | -68698 |
Profit Factor | 1.2616 | 1.3591 | 1.1725 | 1.1584 | 1.4259 | 0.9648 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 63.6905 | 61.9048 | 65.4762 | 63.6905 | 61.9048 | 65.4762 |
Ratio Avg Win / Avg Loss | 0.7192 | 0.8364 | 0.6182 | 0.6604 | 0.8775 | 0.5087 |
Largest Winning Trade | 20587 | 20587 | 11906 | 16858 | 16858 | 11757 |
Largest Losing Trade | -33484 | -15536 | -33484 | -55902 | -14449 | -55902 |
Avg Bars in Trades | 77 | 79 | 76 | 77 | 79 | 76 |
Avg Bars in Winners | 58 | 52 | 63 | 58 | 52 | 63 |
Avg Bars in Losers | 112 | 123 | 99 | 112 | 123 | 99 |
Bars Traded | 13048 | 6663 | 6385 | 13048 | 6663 | 6385 |
Profit Streak | 143.9469 | 143.9469 | 154.6344 | 143.9469 | 143.9469 | 154.6344 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334197 | 195494 | -34303 | -39612 | 239075 | -579132 |
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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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