Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74172.1432 | 31909.4121 | 42262.7311 | 101711.5699 | 40380.489 | 61331.0809 |
Total P&L (%) | 74.1721 | 31.9094 | 42.2627 | 101.7116 | 40.3805 | 61.3311 |
Avg Daily Profit (%) | 1.4242 | 0.6127 | 0.8115 | 1.3564 | 0.6534 | 0.9226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18317 | -19508 | -6971 | -33981 | -35621 | -12648 |
Profit Factor | 1.8848 | 1.6907 | 2.123 | 1.6644 | 1.4699 | 1.9136 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 65.7143 | 67.1429 | 64.2857 | 65.7143 | 67.1429 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.9834 | 0.8274 | 1.1794 | 0.8684 | 0.7193 | 1.0631 |
Largest Winning Trade | 7271 | 7271 | 4749 | 13050 | 13050 | 8673 |
Largest Losing Trade | -8882 | -8882 | -4413 | -16746 | -16746 | -7451 |
Avg Bars in Trades | 168 | 176 | 160 | 168 | 176 | 160 |
Avg Bars in Winners | 123 | 105 | 141 | 123 | 105 | 141 |
Avg Bars in Losers | 256 | 321 | 195 | 256 | 321 | 195 |
Bars Traded | 23616 | 12372 | 11244 | 23616 | 12372 | 11244 |
Profit Streak | 10.4879 | 11.5483 | 10.4879 | 10.4879 | 11.5483 | 10.4879 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559454 | -84292 | -79513 | 542030 | -84162 | -78933 |
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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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