Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86977.4674 | 30369.9319 | 56607.5355 | 98398.4927 | 42590.8636 | 55807.6291 |
Total P&L (%) | 86.9775 | 30.3699 | 56.6075 | 98.3985 | 42.5909 | 55.8076 |
Avg Daily Profit (%) | 0.334 | 0.1166 | 0.2174 | 0.2634 | 0.1363 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47510 | -33751 | -38629 | -54849 | -41425 | -41688 |
Profit Factor | 1.4703 | 1.3546 | 1.57 | 1.4503 | 1.4302 | 1.467 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 60.5042 | 60 | 61.0169 | 60.5042 | 60 | 61.0169 |
Ratio Avg Win / Avg Loss | 0.9598 | 0.9031 | 1.0031 | 0.9467 | 0.9535 | 0.9373 |
Largest Winning Trade | 14140 | 8721 | 14140 | 15425 | 14918 | 15425 |
Largest Losing Trade | -24237 | -17150 | -24237 | -28870 | -20762 | -28870 |
Avg Bars in Trades | 205 | 204 | 206 | 205 | 204 | 206 |
Avg Bars in Winners | 158 | 152 | 164 | 158 | 152 | 164 |
Avg Bars in Losers | 277 | 281 | 272 | 277 | 281 | 272 |
Bars Traded | 24430 | 12249 | 12181 | 24430 | 12249 | 12181 |
Profit Streak | 7.7001 | 7.7001 | 9.8355 | 7.7001 | 7.7001 | 9.8355 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347183 | -210243 | -166452 | 321078 | -182403 | -169203 |
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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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