Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63047.7469 | 25947.1029 | 37100.644 | 82588.428 | 31126.9875 | 51461.4406 |
Total P&L (%) | 63.0477 | 25.9471 | 37.1006 | 82.5884 | 31.127 | 51.4614 |
Avg Daily Profit (%) | 1.2106 | 0.4982 | 0.7124 | 1.1627 | 0.5217 | 0.8003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9255 | -14532 | -7888 | -13784 | -21603 | -11895 |
Profit Factor | 2.0336 | 1.7655 | 2.369 | 1.9193 | 1.6042 | 2.3429 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 74.5283 | 73.5849 | 75.4717 | 74.5283 | 73.5849 | 75.4717 |
Ratio Avg Win / Avg Loss | 0.695 | 0.6338 | 0.7699 | 0.656 | 0.5759 | 0.7614 |
Largest Winning Trade | 5399 | 5399 | 5084 | 7183 | 7183 | 7180 |
Largest Losing Trade | -9255 | -9255 | -5939 | -13784 | -13784 | -8932 |
Avg Bars in Trades | 222 | 224 | 220 | 222 | 224 | 220 |
Avg Bars in Winners | 163 | 162 | 163 | 163 | 162 | 163 |
Avg Bars in Losers | 394 | 395 | 393 | 394 | 395 | 393 |
Bars Traded | 23545 | 11878 | 11667 | 23545 | 11878 | 11667 |
Profit Streak | 0 | 14.634 | 0 | 0 | 14.634 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554831 | -171196 | -167555 | 562080 | -170846 | -165612 |
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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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