Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74338.103 | 29904.5399 | 44433.563 | 103554.5369 | 41524.135 | 62030.4019 |
Total P&L (%) | 74.3381 | 29.9045 | 44.4336 | 103.5545 | 41.5241 | 62.0304 |
Avg Daily Profit (%) | 1.4274 | 0.5742 | 0.8532 | 1.3741 | 0.6691 | 0.931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8146 | -13208 | -8146 | -15659 | -20015 | -15659 |
Profit Factor | 2.1838 | 1.8716 | 2.5597 | 2.0086 | 1.7631 | 2.2853 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 71.9298 | 71.9298 | 71.9298 | 71.9298 | 71.9298 | 71.9298 |
Ratio Avg Win / Avg Loss | 0.8522 | 0.7304 | 0.9989 | 0.7838 | 0.6881 | 0.8918 |
Largest Winning Trade | 5185 | 4769 | 5185 | 7170 | 6624 | 7170 |
Largest Losing Trade | -8146 | -7636 | -8146 | -15659 | -11432 | -15659 |
Avg Bars in Trades | 203 | 213 | 193 | 203 | 213 | 193 |
Avg Bars in Winners | 139 | 141 | 138 | 139 | 141 | 138 |
Avg Bars in Losers | 366 | 397 | 336 | 366 | 397 | 336 |
Bars Traded | 23217 | 12167 | 11050 | 23217 | 12167 | 11050 |
Profit Streak | 0 | 3.0016 | 0 | 0 | 3.0016 | 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 | 577348 | -171663 | -166199 | 563511 | -170307 | -165364 |
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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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