Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84620.5544 | 36560.8794 | 48059.675 | 124508.8997 | 50124.9533 | 74383.9464 |
Total P&L (%) | 84.6206 | 36.5609 | 48.0597 | 124.5089 | 50.125 | 74.3839 |
Avg Daily Profit (%) | 1.6248 | 0.702 | 0.9228 | 1.565 | 0.7832 | 1.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14890 | -18069 | -6536 | -27524 | -33125 | -12580 |
Profit Factor | 2.2279 | 1.9126 | 2.6655 | 1.9502 | 1.647 | 2.3888 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 69.6721 | 65.5738 | 73.7705 | 69.6721 | 65.5738 | 73.7705 |
Ratio Avg Win / Avg Loss | 0.9698 | 1.0041 | 0.9477 | 0.8489 | 0.8647 | 0.8494 |
Largest Winning Trade | 8061 | 8061 | 4905 | 14105 | 14105 | 8755 |
Largest Losing Trade | -8899 | -8899 | -4170 | -16887 | -16887 | -7761 |
Avg Bars in Trades | 193 | 201 | 185 | 193 | 201 | 185 |
Avg Bars in Winners | 145 | 133 | 156 | 145 | 133 | 156 |
Avg Bars in Losers | 303 | 331 | 267 | 303 | 331 | 267 |
Bars Traded | 23602 | 12282 | 11320 | 23602 | 12282 | 11320 |
Profit Streak | 4.9073 | 0 | 4.9886 | 4.9073 | 0 | 4.9886 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589478 | -149814 | -145736 | 568318 | -150096 | -145189 |
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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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