Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72208.915 | 44334.1646 | 27874.7504 | 93183.7089 | 51549.3645 | 41634.3444 |
Total P&L (%) | 72.2089 | 44.3342 | 27.8748 | 93.1837 | 51.5494 | 41.6343 |
Avg Daily Profit (%) | 0.1573 | 0.0966 | 0.0607 | 0.1435 | 0.0906 | 0.0759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25347 | -13127 | -17220 | -33976 | -18036 | -23399 |
Profit Factor | 1.7787 | 2.2328 | 1.491 | 1.8389 | 2.1323 | 1.6351 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 77.5362 | 79.7101 | 75.3623 | 77.5362 | 79.7101 | 75.3623 |
Ratio Avg Win / Avg Loss | 0.5153 | 0.5684 | 0.4874 | 0.5328 | 0.5428 | 0.5345 |
Largest Winning Trade | 5327 | 5056 | 5327 | 9519 | 5641 | 9519 |
Largest Losing Trade | -17037 | -7499 | -17037 | -22253 | -10056 | -22253 |
Avg Bars in Trades | 75 | 71 | 80 | 75 | 71 | 80 |
Avg Bars in Winners | 36 | 32 | 40 | 36 | 32 | 40 |
Avg Bars in Losers | 210 | 223 | 200 | 210 | 223 | 200 |
Bars Traded | 10444 | 4908 | 5536 | 10444 | 4908 | 5536 |
Profit Streak | 630.2807 | 630.2807 | 675.5307 | 630.2807 | 630.2807 | 675.5307 |
Trades During Streak | 9 | 4 | 12 | 9 | 4 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458273 | -161653 | -213255 | 149937 | -169202 | -191124 |
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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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