Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68212.682 | 33848.8077 | 34363.8743 | 85326.1304 | 44188.9617 | 41137.1686 |
Total P&L (%) | 68.2127 | 33.8488 | 34.3639 | 85.3261 | 44.189 | 41.1372 |
Avg Daily Profit (%) | 0.8824 | 0.4379 | 0.4446 | 0.8013 | 0.4745 | 0.4467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29818 | -11644 | -18870 | -27791 | -11652 | -26382 |
Profit Factor | 1.5042 | 1.5051 | 1.5033 | 1.5679 | 1.611 | 1.5279 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 70.303 | 67.0732 | 73.494 | 70.303 | 67.0732 | 73.494 |
Ratio Avg Win / Avg Loss | 0.6354 | 0.7389 | 0.5422 | 0.6623 | 0.7909 | 0.5511 |
Largest Winning Trade | 9407 | 9407 | 6066 | 13751 | 13751 | 6900 |
Largest Losing Trade | -8589 | -7538 | -8589 | -12714 | -7882 | -12714 |
Avg Bars in Trades | 132 | 125 | 139 | 132 | 125 | 139 |
Avg Bars in Winners | 100 | 87 | 111 | 100 | 87 | 111 |
Avg Bars in Losers | 208 | 201 | 216 | 208 | 201 | 216 |
Bars Traded | 21812 | 10258 | 11554 | 21812 | 10258 | 11554 |
Profit Streak | 14.1988 | 17.8238 | 14.1988 | 14.1988 | 17.8238 | 14.1988 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538614 | 152111 | 297234 | 554387 | 218117 | 324998 |
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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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