Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30768.5294 | 8523.3087 | 22245.2207 | 32232.3341 | 6742.166 | 25490.168 |
Total P&L (%) | 30.7685 | 8.5233 | 22.2452 | 32.2323 | 6.7422 | 25.4902 |
Avg Daily Profit (%) | 0.5908 | 0.1637 | 0.4271 | 0.5379 | 0.1254 | 0.4369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13306 | -16703 | -10140 | -17752 | -22237 | -12990 |
Profit Factor | 1.3692 | 1.1713 | 1.6624 | 1.2989 | 1.1037 | 1.5956 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 67.1429 | 64.2857 | 70 | 67.1429 | 64.2857 | 70 |
Ratio Avg Win / Avg Loss | 0.67 | 0.6507 | 0.7124 | 0.6357 | 0.6132 | 0.6838 |
Largest Winning Trade | 5980 | 5980 | 4187 | 7718 | 7718 | 4590 |
Largest Losing Trade | -9890 | -9890 | -4224 | -13062 | -13062 | -5413 |
Avg Bars in Trades | 170 | 177 | 163 | 170 | 177 | 163 |
Avg Bars in Winners | 117 | 110 | 123 | 117 | 110 | 123 |
Avg Bars in Losers | 278 | 296 | 257 | 278 | 296 | 257 |
Bars Traded | 23844 | 12391 | 11453 | 23844 | 12391 | 11453 |
Profit Streak | 9.7179 | 9.7179 | 10.2721 | 9.7179 | 9.7179 | 10.2721 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318218 | -285913 | -87447 | 291166 | -393292 | -85908 |
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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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