Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70490.6086 | 33755.3858 | 36735.2228 | 72655.9453 | 33218.7345 | 39437.2109 |
Total P&L (%) | 70.4906 | 33.7554 | 36.7352 | 72.6559 | 33.2187 | 39.4372 |
Avg Daily Profit (%) | 0.2707 | 0.1296 | 0.1411 | 0.2099 | 0.1102 | 0.1277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28703 | -23499 | -24947 | -41210 | -26129 | -36714 |
Profit Factor | 1.3142 | 1.2831 | 1.3494 | 1.2696 | 1.2339 | 1.3095 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 67.0588 | 68.2353 | 65.8824 | 67.0588 | 68.2353 | 65.8824 |
Ratio Avg Win / Avg Loss | 0.6456 | 0.5973 | 0.6988 | 0.6237 | 0.5744 | 0.6781 |
Largest Winning Trade | 11366 | 11366 | 5838 | 12913 | 12913 | 7046 |
Largest Losing Trade | -19637 | -19637 | -12141 | -17707 | -17707 | -14950 |
Avg Bars in Trades | 144 | 137 | 150 | 144 | 137 | 150 |
Avg Bars in Winners | 93 | 93 | 93 | 93 | 93 | 93 |
Avg Bars in Losers | 246 | 230 | 261 | 246 | 230 | 261 |
Bars Traded | 24494 | 11661 | 12832 | 24494 | 11661 | 12832 |
Profit Streak | 0 | 3.7473 | 0 | 0 | 3.7473 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303668 | -23978 | -7904 | 275176 | -50220 | -25671 |
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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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