Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125489.888 | 67536.7661 | 57953.1219 | 200938.5979 | 96247.1536 | 104691.4444 |
Total P&L (%) | 125.4899 | 67.5368 | 57.9531 | 200.9386 | 96.2472 | 104.6914 |
Avg Daily Profit (%) | 0.2734 | 0.1471 | 0.1262 | 0.2403 | 0.147 | 0.1562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31453 | -14026 | -25078 | -53974 | -31315 | -39406 |
Profit Factor | 1.6815 | 1.8168 | 1.5712 | 1.6384 | 1.673 | 1.6096 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Losing Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Profitability (%) | 66.4706 | 70.5882 | 62.3529 | 66.4706 | 70.5882 | 62.3529 |
Ratio Avg Win / Avg Loss | 0.8482 | 0.757 | 0.9487 | 0.8265 | 0.6971 | 0.9718 |
Largest Winning Trade | 25913 | 8236 | 25913 | 55830 | 21643 | 55830 |
Largest Losing Trade | -18672 | -12690 | -18672 | -39406 | -31315 | -39406 |
Avg Bars in Trades | 63 | 57 | 69 | 63 | 57 | 69 |
Avg Bars in Winners | 52 | 46 | 58 | 52 | 46 | 58 |
Avg Bars in Losers | 86 | 83 | 89 | 86 | 83 | 89 |
Bars Traded | 10848 | 4904 | 5943 | 10848 | 4904 | 5943 |
Profit Streak | 612.8338 | 612.8338 | 612.8755 | 612.8338 | 612.8338 | 612.8755 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440986 | 226345 | -23471 | 427814 | 215303 | 333400 |
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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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