Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132016.7694 | 51538.245 | 80478.5244 | 234128.6099 | 88661.4159 | 145467.1939 |
Total P&L (%) | 132.0168 | 51.5382 | 80.4785 | 234.1286 | 88.6614 | 145.4672 |
Avg Daily Profit (%) | 1.5208 | 0.5937 | 0.9271 | 1.3994 | 0.7339 | 1.0398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20017 | -9053 | -16912 | -22789 | -10746 | -18876 |
Profit Factor | 2.6784 | 2.5684 | 2.7574 | 3.0415 | 2.811 | 3.2132 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 65.3846 | 61.5385 | 69.2308 | 65.3846 | 61.5385 | 69.2308 |
Ratio Avg Win / Avg Loss | 1.418 | 1.6053 | 1.2255 | 1.6102 | 1.7569 | 1.4281 |
Largest Winning Trade | 30270 | 14838 | 30270 | 72122 | 23746 | 72122 |
Largest Losing Trade | -11891 | -6448 | -11891 | -15423 | -10746 | -15423 |
Avg Bars in Trades | 315 | 319 | 311 | 315 | 319 | 311 |
Avg Bars in Winners | 311 | 313 | 309 | 311 | 313 | 309 |
Avg Bars in Losers | 324 | 329 | 317 | 324 | 329 | 317 |
Bars Traded | 24617 | 12460 | 12157 | 24617 | 12460 | 12157 |
Profit Streak | 9.3519 | 9.3519 | 9.4283 | 9.3519 | 9.3519 | 9.4283 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19315 | 570680 | 691430 | -17608 | 674989 | 726621 |
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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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