Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106852.5622 | 43269.5787 | 63582.9836 | 118262.3149 | 60506.339 | 57755.9759 |
Total P&L (%) | 106.8526 | 43.2696 | 63.583 | 118.2623 | 60.5063 | 57.756 |
Avg Daily Profit (%) | 0.4103 | 0.1662 | 0.2442 | 0.3002 | 0.1819 | 0.1752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27526 | -37038 | -17759 | -56427 | -43908 | -36078 |
Profit Factor | 1.3955 | 1.3189 | 1.4728 | 1.3165 | 1.3246 | 1.3085 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 43.9394 | 37.8788 | 50 | 43.9394 | 37.8788 | 50 |
Ratio Avg Win / Avg Loss | 1.7804 | 2.1629 | 1.4728 | 1.6797 | 2.1723 | 1.3085 |
Largest Winning Trade | 35056 | 35056 | 23648 | 35870 | 35870 | 21355 |
Largest Losing Trade | -11780 | -8542 | -11780 | -18491 | -13283 | -18491 |
Avg Bars in Trades | 186 | 191 | 181 | 186 | 191 | 181 |
Avg Bars in Winners | 279 | 292 | 269 | 279 | 292 | 269 |
Avg Bars in Losers | 113 | 130 | 92 | 113 | 130 | 92 |
Bars Traded | 24617 | 12669 | 11948 | 24617 | 12669 | 11948 |
Profit Streak | 13.0299 | 13.0299 | 14.5611 | 13.0299 | 13.0299 | 14.5611 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334747 | -123248 | -115791 | 283487 | -121781 | -117773 |
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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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