Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65136.4018 | 20366.2388 | 44770.163 | 58493.4949 | 14570.7116 | 43922.7833 |
Total P&L (%) | 65.1364 | 20.3662 | 44.7702 | 58.4935 | 14.5707 | 43.9228 |
Avg Daily Profit (%) | 0.2501 | 0.0782 | 0.1719 | 0.177 | 0.0522 | 0.1399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37011 | -22191 | -29218 | -53067 | -27030 | -41031 |
Profit Factor | 1.3163 | 1.1822 | 1.4756 | 1.2169 | 1.0991 | 1.3578 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 69.3431 | 66.6667 | 72.0588 | 69.3431 | 66.6667 | 72.0588 |
Ratio Avg Win / Avg Loss | 0.5819 | 0.5911 | 0.5722 | 0.538 | 0.5496 | 0.5265 |
Largest Winning Trade | 11168 | 8319 | 11168 | 15054 | 9357 | 15054 |
Largest Losing Trade | -22436 | -22191 | -22436 | -28408 | -27030 | -28408 |
Avg Bars in Trades | 179 | 183 | 174 | 179 | 183 | 174 |
Avg Bars in Winners | 121 | 118 | 123 | 121 | 118 | 123 |
Avg Bars in Losers | 310 | 313 | 306 | 310 | 313 | 306 |
Bars Traded | 24547 | 12681 | 11866 | 24547 | 12681 | 11866 |
Profit Streak | 4.6143 | 4.6143 | 19.031 | 4.6143 | 4.6143 | 19.031 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324730 | -217095 | -101074 | 264416 | -359963 | -115506 |
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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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