Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64199.7936 | 38591.4641 | 25608.3295 | 56138.581 | 50796.752 | 5341.8291 |
Total P&L (%) | 64.1998 | 38.5915 | 25.6083 | 56.1386 | 50.7968 | 5.3418 |
Avg Daily Profit (%) | 0.4622 | 0.2778 | 0.1844 | 0.3213 | 0.2961 | 0.0375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35369 | -29713 | -30669 | -50178 | -28889 | -54956 |
Profit Factor | 1.2805 | 1.3371 | 1.2238 | 1.2022 | 1.411 | 1.0347 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 64.497 | 63.0952 | 65.8824 | 64.497 | 63.0952 | 65.8824 |
Ratio Avg Win / Avg Loss | 0.7048 | 0.7821 | 0.6337 | 0.6617 | 0.8253 | 0.5358 |
Largest Winning Trade | 19041 | 19041 | 12016 | 15876 | 15876 | 12985 |
Largest Losing Trade | -21154 | -16011 | -21154 | -35828 | -13794 | -35828 |
Avg Bars in Trades | 75 | 75 | 75 | 75 | 75 | 75 |
Avg Bars in Winners | 59 | 50 | 67 | 59 | 50 | 67 |
Avg Bars in Losers | 106 | 119 | 91 | 106 | 119 | 91 |
Bars Traded | 12803 | 6359 | 6444 | 12803 | 6359 | 6444 |
Profit Streak | 141.6448 | 0 | 141.676 | 141.6448 | 0 | 141.676 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335790 | 160112 | 98538 | 255867 | 220431 | -491887 |
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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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