Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66837.1981 | 27061.3666 | 39775.8315 | 87651.1883 | 31144.6562 | 56506.5322 |
Total P&L (%) | 66.8372 | 27.0614 | 39.7758 | 87.6512 | 31.1447 | 56.5065 |
Avg Daily Profit (%) | 1.2834 | 0.5196 | 0.7637 | 1.2159 | 0.522 | 0.8638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13021 | -18201 | -9279 | -21574 | -29519 | -14590 |
Profit Factor | 1.7377 | 1.5421 | 1.9778 | 1.606 | 1.3813 | 1.8973 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 56.4286 | 57.1429 | 55.7143 | 56.4286 | 57.1429 | 55.7143 |
Ratio Avg Win / Avg Loss | 1.3418 | 1.1566 | 1.5721 | 1.2401 | 1.036 | 1.5081 |
Largest Winning Trade | 5787 | 5787 | 5306 | 9476 | 9476 | 7832 |
Largest Losing Trade | -9711 | -9711 | -3763 | -16029 | -16029 | -6151 |
Avg Bars in Trades | 168 | 173 | 162 | 168 | 173 | 162 |
Avg Bars in Winners | 163 | 152 | 175 | 163 | 152 | 175 |
Avg Bars in Losers | 174 | 203 | 146 | 174 | 203 | 146 |
Bars Traded | 23573 | 12178 | 11396 | 23573 | 12178 | 11396 |
Profit Streak | 4.3144 | 4.3144 | 7.3019 | 4.3144 | 4.3144 | 7.3019 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549328 | -86694 | -79648 | 545656 | -87293 | -78373 |
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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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