Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42518.3659 | 7829.6808 | 34688.6851 | 47187.7389 | 462.1388 | 46725.6001 |
Total P&L (%) | 42.5184 | 7.8297 | 34.6887 | 47.1877 | 0.4621 | 46.7256 |
Avg Daily Profit (%) | 0.8164 | 0.1503 | 0.6661 | 0.745 | 0.0089 | 0.7389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16553 | -19211 | -3927 | -26114 | -30574 | -5297 |
Profit Factor | 1.4876 | 1.1378 | 2.142 | 1.3827 | 1.0056 | 2.1459 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Losing Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Profitability (%) | 62.6761 | 67.6056 | 57.7465 | 62.6761 | 67.6056 | 57.7465 |
Ratio Avg Win / Avg Loss | 0.8859 | 0.5452 | 1.5673 | 0.8234 | 0.4819 | 1.5702 |
Largest Winning Trade | 10895 | 10895 | 4590 | 13492 | 13492 | 6746 |
Largest Losing Trade | -10536 | -10536 | -4342 | -15291 | -15291 | -4377 |
Avg Bars in Trades | 173 | 178 | 168 | 173 | 178 | 168 |
Avg Bars in Winners | 135 | 136 | 133 | 135 | 136 | 133 |
Avg Bars in Losers | 238 | 266 | 216 | 238 | 266 | 216 |
Bars Traded | 24661 | 12687 | 11974 | 24661 | 12687 | 11974 |
Profit Streak | 1.7171 | 2.915 | 1.7171 | 1.7171 | 2.915 | 1.7171 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315995 | -316038 | -76088 | 290416 | -649628 | -74666 |
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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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