Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68678.1154 | 3691.1058 | 64987.0096 | 69208.499 | -531.8611 | 69740.36 |
Total P&L (%) | 68.6781 | 3.6911 | 64.987 | 69.2085 | -0.5319 | 69.7404 |
Avg Daily Profit (%) | 0.2637 | 0.0142 | 0.2495 | 0.2022 | -0.002 | 0.2034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33185 | -33687 | -20271 | -35367 | -42329 | -21490 |
Profit Factor | 1.3634 | 1.0279 | 2.1506 | 1.3167 | 0.9965 | 2.0507 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 68.1818 | 65.1515 | 71.2121 | 68.1818 | 65.1515 | 71.2121 |
Ratio Avg Win / Avg Loss | 0.6363 | 0.5498 | 0.8694 | 0.6145 | 0.533 | 0.829 |
Largest Winning Trade | 7483 | 7483 | 6975 | 8967 | 8967 | 7689 |
Largest Losing Trade | -28897 | -28897 | -9771 | -30846 | -30846 | -12031 |
Avg Bars in Trades | 187 | 194 | 180 | 187 | 194 | 180 |
Avg Bars in Winners | 104 | 91 | 116 | 104 | 91 | 116 |
Avg Bars in Losers | 364 | 386 | 337 | 364 | 386 | 337 |
Bars Traded | 24708 | 12809 | 11899 | 24708 | 12809 | 11899 |
Profit Streak | 4.5092 | 11.9883 | 4.5092 | 4.5092 | 11.9883 | 4.5092 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338644 | -653240 | -113082 | 310708 | -702784 | -113353 |
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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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