Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69440.2757 | 31392.9169 | 38047.3589 | 78158.3035 | 33012.823 | 45145.4805 |
Total P&L (%) | 69.4403 | 31.3929 | 38.0474 | 78.1583 | 33.0128 | 45.1455 |
Avg Daily Profit (%) | 0.1513 | 0.0684 | 0.0829 | 0.1259 | 0.0622 | 0.0812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31970 | -18885 | -23322 | -45865 | -25430 | -33556 |
Profit Factor | 1.6416 | 1.6098 | 1.6704 | 1.5537 | 1.4932 | 1.6083 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 63.9535 | 65.1163 | 62.7907 | 63.9535 | 65.1163 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.9253 | 0.8624 | 0.9899 | 0.8757 | 0.8 | 0.9531 |
Largest Winning Trade | 21259 | 9973 | 21259 | 28145 | 12179 | 28145 |
Largest Losing Trade | -23322 | -12303 | -23322 | -33463 | -17328 | -33463 |
Avg Bars in Trades | 121 | 120 | 123 | 121 | 120 | 123 |
Avg Bars in Winners | 89 | 89 | 90 | 89 | 89 | 90 |
Avg Bars in Losers | 179 | 177 | 181 | 179 | 177 | 181 |
Bars Traded | 10491 | 5162 | 5329 | 10491 | 5162 | 5329 |
Profit Streak | 621.1492 | 621.1492 | 623.0659 | 621.1492 | 621.1492 | 623.0659 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374941 | -102144 | -82036 | -22088 | -110967 | -83777 |
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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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