Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66541.9602 | 45356.201 | 21185.7592 | 46894.448 | 43699.2617 | 3195.1863 |
Total P&L (%) | 66.542 | 45.3562 | 21.1858 | 46.8944 | 43.6993 | 3.1952 |
Avg Daily Profit (%) | 0.479 | 0.3265 | 0.1525 | 0.2772 | 0.2613 | 0.0226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52438 | -32523 | -40097 | -44620 | -23253 | -32776 |
Profit Factor | 1.2977 | 1.45 | 1.1727 | 1.2476 | 1.5643 | 1.0285 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 63.8655 | 63.3333 | 64.4068 | 63.8655 | 63.3333 | 64.4068 |
Ratio Avg Win / Avg Loss | 0.7343 | 0.8395 | 0.6481 | 0.7059 | 0.9056 | 0.5684 |
Largest Winning Trade | 15012 | 15012 | 13860 | 13577 | 13577 | 10757 |
Largest Losing Trade | -28783 | -21027 | -28783 | -27767 | -13806 | -27767 |
Avg Bars in Trades | 106 | 102 | 111 | 106 | 102 | 111 |
Avg Bars in Winners | 81 | 73 | 89 | 81 | 73 | 89 |
Avg Bars in Losers | 152 | 152 | 152 | 152 | 152 | 152 |
Bars Traded | 12715 | 6130 | 6585 | 12715 | 6130 | 6585 |
Profit Streak | 132.0945 | 132.0945 | 139.6466 | 132.0945 | 132.0945 | 139.6466 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340938 | -162374 | -206348 | 218159 | -162380 | -694411 |
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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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