Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68494.5729 | 32903.3218 | 35591.251 | 72360.9799 | 33051.9204 | 39309.0594 |
Total P&L (%) | 68.4946 | 32.9033 | 35.5913 | 72.361 | 33.0519 | 39.3091 |
Avg Daily Profit (%) | 0.1492 | 0.0717 | 0.0775 | 0.1187 | 0.0622 | 0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35875 | -18852 | -25016 | -41760 | -23637 | -26353 |
Profit Factor | 1.5451 | 1.5463 | 1.544 | 1.5475 | 1.5065 | 1.5875 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 71.0526 | 75.4386 | 66.6667 | 71.0526 | 75.4386 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6295 | 0.5034 | 0.772 | 0.6305 | 0.4905 | 0.7938 |
Largest Winning Trade | 30825 | 17048 | 30825 | 33343 | 24125 | 33343 |
Largest Losing Trade | -18366 | -14314 | -18366 | -19865 | -17892 | -19865 |
Avg Bars in Trades | 90 | 83 | 96 | 90 | 83 | 96 |
Avg Bars in Winners | 69 | 64 | 75 | 69 | 64 | 75 |
Avg Bars in Losers | 139 | 143 | 137 | 139 | 143 | 137 |
Bars Traded | 10260 | 4780 | 5480 | 10260 | 4780 | 5480 |
Profit Streak | 628.8215 | 628.8215 | 666.5298 | 628.8215 | 628.8215 | 666.5298 |
Trades During Streak | 9 | 4 | 9 | 9 | 4 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357019 | -276347 | -269373 | -30687 | -289175 | -275825 |
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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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