Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65615.3805 | 27268.5145 | 38346.866 | 86242.7066 | 34501.0072 | 51741.6994 |
Total P&L (%) | 65.6154 | 27.2685 | 38.3469 | 86.2427 | 34.501 | 51.7417 |
Avg Daily Profit (%) | 1.2599 | 0.5236 | 0.7363 | 1.2012 | 0.5708 | 0.8039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14215 | -16130 | -5490 | -20823 | -23782 | -9008 |
Profit Factor | 1.8278 | 1.5336 | 2.3619 | 1.6918 | 1.4324 | 2.1527 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 68.9394 | 65.1515 | 72.7273 | 68.9394 | 65.1515 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.8235 | 0.8203 | 0.8857 | 0.7622 | 0.7662 | 0.8073 |
Largest Winning Trade | 5921 | 5921 | 3628 | 8415 | 8415 | 4522 |
Largest Losing Trade | -10524 | -10524 | -4413 | -15256 | -15256 | -5771 |
Avg Bars in Trades | 178 | 181 | 176 | 178 | 181 | 176 |
Avg Bars in Winners | 125 | 107 | 142 | 125 | 107 | 142 |
Avg Bars in Losers | 295 | 318 | 266 | 295 | 318 | 266 |
Bars Traded | 23572 | 11954 | 11618 | 23572 | 11954 | 11618 |
Profit Streak | 8.5209 | 9.6501 | 8.5209 | 8.5209 | 9.6501 | 8.5209 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555024 | -116288 | -110507 | 554260 | -115860 | -109489 |
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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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