Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77414.2089 | 55033.3589 | 22380.85 | 55950.4521 | 28193.6403 | 27756.8118 |
Total P&L (%) | 77.4142 | 55.0334 | 22.3809 | 55.9505 | 28.1936 | 27.7568 |
Avg Daily Profit (%) | 0.8918 | 0.634 | 0.2578 | 0.5132 | 0.2865 | 0.2826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45875 | -28668 | -30484 | -70794 | -43739 | -47819 |
Profit Factor | 1.3573 | 1.5152 | 1.2038 | 1.2045 | 1.211 | 1.1983 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 34.3066 | 32.3529 | 36.2319 | 34.3066 | 32.3529 | 36.2319 |
Ratio Avg Win / Avg Loss | 2.5991 | 3.1681 | 2.1186 | 2.3065 | 2.5321 | 2.109 |
Largest Winning Trade | 50094 | 50094 | 25556 | 46666 | 46666 | 35733 |
Largest Losing Trade | -16307 | -9163 | -16307 | -24102 | -16468 | -24102 |
Avg Bars in Trades | 179 | 179 | 179 | 179 | 179 | 179 |
Avg Bars in Winners | 305 | 282 | 325 | 305 | 282 | 325 |
Avg Bars in Losers | 113 | 130 | 96 | 113 | 130 | 96 |
Bars Traded | 24606 | 12201 | 12405 | 24606 | 12201 | 12405 |
Profit Streak | 6.3957 | 6.3957 | 6.8193 | 6.3957 | 6.3957 | 6.8193 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302611 | -103846 | -104213 | 144157 | -110948 | -103932 |
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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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