Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101871.366 | 56196.4469 | 45674.919 | 114338.9149 | 81296.0808 | 33042.8341 |
Total P&L (%) | 101.8714 | 56.1964 | 45.6749 | 114.3389 | 81.2961 | 33.0428 |
Avg Daily Profit (%) | 0.3912 | 0.2158 | 0.1754 | 0.2932 | 0.2287 | 0.1097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46982 | -34790 | -39252 | -116851 | -71276 | -85413 |
Profit Factor | 1.4015 | 1.3727 | 1.4437 | 1.2651 | 1.3354 | 1.1749 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 49.2647 | 50 | 48.5294 | 49.2647 | 50 | 48.5294 |
Ratio Avg Win / Avg Loss | 1.4434 | 1.3727 | 1.5312 | 1.3029 | 1.3354 | 1.2461 |
Largest Winning Trade | 27596 | 27596 | 14559 | 49267 | 49267 | 27331 |
Largest Losing Trade | -17648 | -17648 | -11070 | -25014 | -21694 | -25014 |
Avg Bars in Trades | 180 | 179 | 181 | 180 | 179 | 181 |
Avg Bars in Winners | 221 | 210 | 232 | 221 | 210 | 232 |
Avg Bars in Losers | 140 | 148 | 132 | 140 | 148 | 132 |
Bars Traded | 24536 | 12214 | 12322 | 24536 | 12214 | 12322 |
Profit Streak | 4.3046 | 19.4296 | 0 | 4.3046 | 19.4296 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313274 | -101692 | -103659 | 253108 | -100890 | -188915 |
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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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