Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90668.2672 | 32528.74 | 58139.5272 | 106862.5047 | 37234.4216 | 69628.0831 |
Total P&L (%) | 90.6683 | 32.5287 | 58.1395 | 106.8625 | 37.2344 | 69.6281 |
Avg Daily Profit (%) | 0.3482 | 0.1249 | 0.2233 | 0.2795 | 0.1216 | 0.2031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36700 | -20670 | -31114 | -63485 | -24816 | -50215 |
Profit Factor | 1.4812 | 1.3041 | 1.7139 | 1.3755 | 1.2391 | 1.5403 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 72.7941 | 66.1765 | 79.4118 | 72.7941 | 66.1765 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.5536 | 0.6665 | 0.4444 | 0.5141 | 0.6333 | 0.3993 |
Largest Winning Trade | 14138 | 9277 | 14138 | 19931 | 10821 | 19931 |
Largest Losing Trade | -22616 | -20670 | -22616 | -33136 | -24816 | -33136 |
Avg Bars in Trades | 180 | 186 | 174 | 180 | 186 | 174 |
Avg Bars in Winners | 121 | 117 | 125 | 121 | 117 | 125 |
Avg Bars in Losers | 339 | 323 | 365 | 339 | 323 | 365 |
Bars Traded | 24580 | 12709 | 11871 | 24580 | 12709 | 11871 |
Profit Streak | 11.781 | 11.781 | 11.9268 | 11.781 | 11.781 | 11.9268 |
Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435923 | -137577 | -97622 | 391534 | -141946 | -97613 |
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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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