Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126685.3698 | 74330.2778 | 52355.092 | 173431.5686 | 128262.5844 | 45168.9842 |
Total P&L (%) | 126.6854 | 74.3303 | 52.3551 | 173.4316 | 128.2626 | 45.169 |
Avg Daily Profit (%) | 0.912 | 0.5351 | 0.3769 | 0.7268 | 0.5959 | 0.2687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30287 | -22299 | -25804 | -65233 | -38406 | -67928 |
Profit Factor | 1.5474 | 1.6994 | 1.4183 | 1.4335 | 1.8046 | 1.1877 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 63.6905 | 61.9048 | 65.4762 | 63.6905 | 61.9048 | 65.4762 |
Ratio Avg Win / Avg Loss | 0.8821 | 1.0458 | 0.7478 | 0.8172 | 1.1105 | 0.6262 |
Largest Winning Trade | 31163 | 31163 | 11017 | 35014 | 35014 | 19134 |
Largest Losing Trade | -22340 | -16951 | -22340 | -62569 | -19186 | -62569 |
Avg Bars in Trades | 78 | 79 | 76 | 78 | 79 | 76 |
Avg Bars in Winners | 57 | 57 | 58 | 57 | 57 | 58 |
Avg Bars in Losers | 113 | 115 | 110 | 113 | 115 | 110 |
Bars Traded | 13114 | 6676 | 6438 | 13114 | 6676 | 6438 |
Profit Streak | 133.2152 | 133.2152 | 133.2881 | 133.2152 | 133.2152 | 133.2881 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525913 | 463437 | 282188 | 474816 | 489459 | -8590 |
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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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