Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86354.9487 | 38589.2284 | 47765.7203 | 112460.1568 | 36340.6988 | 76119.458 |
Total P&L (%) | 86.3549 | 38.5892 | 47.7657 | 112.4602 | 36.3407 | 76.1195 |
Avg Daily Profit (%) | 0.1881 | 0.0841 | 0.104 | 0.1643 | 0.0675 | 0.1234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20609 | -15928 | -20343 | -36382 | -36946 | -31831 |
Profit Factor | 1.6287 | 1.7816 | 1.5429 | 1.4968 | 1.405 | 1.5572 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 75.7225 | 75.5814 | 75.8621 | 75.7225 | 75.5814 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.5222 | 0.5756 | 0.4909 | 0.4799 | 0.4539 | 0.4955 |
Largest Winning Trade | 13806 | 4317 | 13806 | 27750 | 6181 | 27750 |
Largest Losing Trade | -20117 | -15666 | -20117 | -35836 | -35836 | -31831 |
Avg Bars in Trades | 62 | 38 | 87 | 62 | 38 | 87 |
Avg Bars in Winners | 38 | 26 | 50 | 38 | 26 | 50 |
Avg Bars in Losers | 138 | 76 | 201 | 138 | 76 | 201 |
Bars Traded | 10889 | 3312 | 7577 | 10889 | 3312 | 7577 |
Profit Streak | 587.6798 | 592.5965 | 587.6798 | 587.6798 | 592.5965 | 587.6798 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441345 | -79109 | -52579 | 409328 | -103145 | -25204 |
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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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