Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82581.9724 | 44628.2794 | 37953.693 | 81546.1602 | 57929.9195 | 23616.2406 |
Total P&L (%) | 82.582 | 44.6283 | 37.9537 | 81.5462 | 57.9299 | 23.6162 |
Avg Daily Profit (%) | 0.3171 | 0.1714 | 0.1457 | 0.2293 | 0.1756 | 0.0814 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49500 | -40337 | -38215 | -98413 | -57615 | -74617 |
Profit Factor | 1.3163 | 1.3174 | 1.3151 | 1.2097 | 1.288 | 1.1258 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 52.1127 | 50.7042 | 53.5211 | 52.1127 | 50.7042 | 53.5211 |
Ratio Avg Win / Avg Loss | 1.2096 | 1.2808 | 1.1421 | 1.1116 | 1.2522 | 0.9776 |
Largest Winning Trade | 21314 | 21314 | 17743 | 30765 | 30765 | 25126 |
Largest Losing Trade | -12718 | -9750 | -12718 | -17599 | -13978 | -17599 |
Avg Bars in Trades | 172 | 175 | 169 | 172 | 175 | 169 |
Avg Bars in Winners | 219 | 210 | 227 | 219 | 210 | 227 |
Avg Bars in Losers | 122 | 140 | 104 | 122 | 140 | 104 |
Bars Traded | 24550 | 12484 | 12066 | 24550 | 12484 | 12066 |
Profit Streak | 7.4381 | 8.9277 | 0 | 7.4381 | 8.9277 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314621 | -81838 | -88333 | 264122 | -80975 | -260173 |
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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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