Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68890.917 | 26530.65 | 42360.2671 | 66296.1154 | 20408.284 | 45887.8314 |
Total P&L (%) | 68.8909 | 26.5307 | 42.3603 | 66.2961 | 20.4083 | 45.8878 |
Avg Daily Profit (%) | 0.2645 | 0.1019 | 0.1627 | 0.1955 | 0.0713 | 0.1451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23874 | -24778 | -28711 | -38999 | -35523 | -36441 |
Profit Factor | 1.2537 | 1.1806 | 1.3399 | 1.1899 | 1.1075 | 1.288 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 136 | 63 | 73 | 136 | 63 | 73 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 60.7143 | 56.25 | 65.1786 | 60.7143 | 56.25 | 65.1786 |
Ratio Avg Win / Avg Loss | 0.8112 | 0.9183 | 0.7158 | 0.7699 | 0.8614 | 0.6881 |
Largest Winning Trade | 18735 | 18735 | 8341 | 27115 | 27115 | 12031 |
Largest Losing Trade | -18107 | -18107 | -15577 | -20677 | -18733 | -20677 |
Avg Bars in Trades | 110 | 113 | 107 | 110 | 113 | 107 |
Avg Bars in Winners | 83 | 78 | 87 | 83 | 78 | 87 |
Avg Bars in Losers | 152 | 158 | 144 | 152 | 158 | 144 |
Bars Traded | 24748 | 12743 | 12005 | 24748 | 12743 | 12005 |
Profit Streak | 4.5804 | 6.872 | 4.5804 | 4.5804 | 6.872 | 4.5804 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312956 | -83113 | 197443 | -3520 | -207437 | -1123 |
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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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