Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70367.8181 | 32588.3583 | 37779.4599 | 83451.897 | 40323.1313 | 43128.7657 |
Total P&L (%) | 70.3678 | 32.5884 | 37.7795 | 83.4519 | 40.3231 | 43.1288 |
Avg Daily Profit (%) | 0.1533 | 0.071 | 0.0823 | 0.1323 | 0.0738 | 0.0781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27126 | -10764 | -25113 | -35887 | -11368 | -33911 |
Profit Factor | 1.7759 | 1.9345 | 1.6768 | 1.7747 | 2.0288 | 1.6294 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 58.1395 | 51.1628 | 65.1163 | 58.1395 | 51.1628 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.2787 | 1.8466 | 0.8983 | 1.2778 | 1.9366 | 0.8729 |
Largest Winning Trade | 24825 | 11410 | 24825 | 31044 | 14076 | 31044 |
Largest Losing Trade | -19461 | -6308 | -19461 | -26561 | -7535 | -26561 |
Avg Bars in Trades | 119 | 82 | 155 | 119 | 82 | 155 |
Avg Bars in Winners | 90 | 83 | 95 | 90 | 83 | 95 |
Avg Bars in Losers | 159 | 82 | 267 | 159 | 82 | 267 |
Bars Traded | 10257 | 3559 | 6698 | 10257 | 3559 | 6698 |
Profit Streak | 626.7385 | 626.7385 | 658.0302 | 626.7385 | 626.7385 | 658.0302 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409098 | -96970 | -82491 | -12318 | -92319 | -87649 |
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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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