Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127667.2481 | 77306.0879 | 50361.1602 | 190954.7328 | 125312.8438 | 65641.889 |
Total P&L (%) | 127.6672 | 77.3061 | 50.3612 | 190.9547 | 125.3128 | 65.6419 |
Avg Daily Profit (%) | 0.9191 | 0.5565 | 0.3625 | 0.7718 | 0.5865 | 0.364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35702 | -44541 | -8005 | -38896 | -51043 | -24141 |
Profit Factor | 2.0995 | 1.7859 | 3.8376 | 2.0887 | 1.8973 | 2.8369 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 65.2174 | 61.7647 | 68.5714 | 65.2174 | 61.7647 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.1197 | 1.1056 | 1.7589 | 1.114 | 1.1745 | 1.3002 |
Largest Winning Trade | 30131 | 30131 | 11116 | 37952 | 37952 | 18697 |
Largest Losing Trade | -18655 | -18655 | -8005 | -25240 | -25240 | -24141 |
Avg Bars in Trades | 170 | 310 | 34 | 170 | 310 | 34 |
Avg Bars in Winners | 149 | 281 | 34 | 149 | 281 | 34 |
Avg Bars in Losers | 209 | 358 | 34 | 209 | 358 | 34 |
Bars Traded | 11778 | 10573 | 1205 | 11778 | 10573 | 1205 |
Profit Streak | 132.8866 | 133.1887 | 132.8866 | 132.8866 | 133.1887 | 132.8866 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89114 | 476616 | 569830 | -89480 | 493578 | 511959 |
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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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