Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73900.7933 | 39625.7593 | 34275.034 | 75616.1166 | 35981.5398 | 39634.5768 |
Total P&L (%) | 73.9008 | 39.6258 | 34.275 | 75.6161 | 35.9815 | 39.6346 |
Avg Daily Profit (%) | 0.161 | 0.0863 | 0.0747 | 0.1227 | 0.067 | 0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36481 | -14550 | -27053 | -51242 | -23775 | -36396 |
Profit Factor | 1.3428 | 1.3866 | 1.3031 | 1.2696 | 1.2557 | 1.2835 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Profitability (%) | 61.9266 | 63.3028 | 60.5505 | 61.9266 | 63.3028 | 60.5505 |
Ratio Avg Win / Avg Loss | 0.8256 | 0.8038 | 0.849 | 0.7806 | 0.728 | 0.8362 |
Largest Winning Trade | 30344 | 21664 | 30344 | 35615 | 33143 | 35615 |
Largest Losing Trade | -21835 | -11567 | -21835 | -28935 | -16127 | -28935 |
Avg Bars in Trades | 50 | 43 | 56 | 50 | 43 | 56 |
Avg Bars in Winners | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Losers | 67 | 52 | 80 | 67 | 52 | 80 |
Bars Traded | 10937 | 4755 | 6182 | 10937 | 4755 | 6182 |
Profit Streak | 592.5242 | 0 | 595.8992 | 592.5242 | 0 | 595.8992 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304982 | -80331 | -96632 | -28416 | -107248 | -98822 |
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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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