Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106568.3892 | 57182.597 | 49385.7922 | 143719.6063 | 76425.0431 | 67294.5632 |
Total P&L (%) | 106.5684 | 57.1826 | 49.3858 | 143.7196 | 76.425 | 67.2946 |
Avg Daily Profit (%) | 0.2321 | 0.1246 | 0.1076 | 0.1942 | 0.1237 | 0.1122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23900 | -16389 | -21209 | -28192 | -16254 | -25687 |
Profit Factor | 1.6939 | 1.8508 | 1.5718 | 1.9001 | 2.1261 | 1.733 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Losing Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Profitability (%) | 60.9272 | 65.3333 | 56.5789 | 60.9272 | 65.3333 | 56.5789 |
Ratio Avg Win / Avg Loss | 1.0863 | 0.982 | 1.2063 | 1.2185 | 1.1281 | 1.3299 |
Largest Winning Trade | 36851 | 15597 | 36851 | 51319 | 29726 | 51319 |
Largest Losing Trade | -21006 | -16389 | -21006 | -24850 | -16193 | -24850 |
Avg Bars in Trades | 71 | 69 | 73 | 71 | 69 | 73 |
Avg Bars in Winners | 70 | 68 | 73 | 70 | 68 | 73 |
Avg Bars in Losers | 73 | 71 | 74 | 73 | 71 | 74 |
Bars Traded | 10820 | 5203 | 5617 | 10820 | 5203 | 5617 |
Profit Streak | 597.2772 | 621.5689 | 597.2772 | 597.2772 | 621.5689 | 597.2772 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446236 | -80939 | -97523 | 448899 | -78975 | -89783 |
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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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