Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141178.7421 | 65341.2563 | 75837.4858 | 152905.551 | 68540.391 | 84365.1601 |
Total P&L (%) | 141.1787 | 65.3413 | 75.8375 | 152.9056 | 68.5404 | 84.3652 |
Avg Daily Profit (%) | 0.2711 | 0.1255 | 0.1456 | 0.1783 | 0.1003 | 0.1175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65511 | -62845 | -43342 | -88015 | -94384 | -47229 |
Profit Factor | 1.4383 | 1.3953 | 1.4837 | 1.3565 | 1.3173 | 1.3962 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 64.7619 | 67.3077 | 62.2642 | 64.7619 | 67.3077 | 62.2642 |
Ratio Avg Win / Avg Loss | 0.7826 | 0.6777 | 0.8992 | 0.7381 | 0.6399 | 0.8462 |
Largest Winning Trade | 19790 | 18416 | 19790 | 25515 | 25054 | 25515 |
Largest Losing Trade | -29089 | -29089 | -20927 | -43337 | -42965 | -43337 |
Avg Bars in Trades | 230 | 232 | 228 | 230 | 232 | 228 |
Avg Bars in Winners | 144 | 149 | 139 | 144 | 149 | 139 |
Avg Bars in Losers | 388 | 404 | 375 | 388 | 404 | 375 |
Bars Traded | 24227 | 12107 | 12120 | 24227 | 12107 | 12120 |
Profit Streak | 11.5643 | 34.8976 | 11.5643 | 11.5643 | 34.8976 | 11.5643 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367359 | -203688 | -177524 | 320815 | -237524 | -215504 |
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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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