Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67740.1189 | 47141.4052 | 20598.7136 | 54613.51 | 34318.656 | 20294.8539 |
Total P&L (%) | 67.7401 | 47.1414 | 20.5987 | 54.6135 | 34.3187 | 20.2949 |
Avg Daily Profit (%) | 0.2601 | 0.181 | 0.0791 | 0.1675 | 0.1134 | 0.071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47457 | -28137 | -34551 | -49541 | -29034 | -38087 |
Profit Factor | 1.2049 | 1.2626 | 1.1364 | 1.1676 | 1.1948 | 1.1356 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Losing Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Profitability (%) | 53.0769 | 55.3846 | 50.7692 | 53.0769 | 55.3846 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.0652 | 1.0171 | 1.1019 | 1.0322 | 0.9625 | 1.1012 |
Largest Winning Trade | 15444 | 15444 | 14336 | 14261 | 14261 | 12492 |
Largest Losing Trade | -25336 | -25336 | -14927 | -21018 | -21018 | -13817 |
Avg Bars in Trades | 94 | 90 | 99 | 94 | 90 | 99 |
Avg Bars in Winners | 93 | 89 | 99 | 93 | 89 | 99 |
Avg Bars in Losers | 96 | 92 | 100 | 96 | 92 | 100 |
Bars Traded | 24689 | 11748 | 12941 | 24689 | 11748 | 12941 |
Profit Streak | 7.4947 | 7.4947 | 7.651 | 7.4947 | 7.4947 | 7.651 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340670 | 214639 | -164703 | -27863 | -52099 | -176562 |
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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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