Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80008.7523 | 50814.9333 | 29193.819 | 90974.7234 | 54392.9317 | 36581.7917 |
Total P&L (%) | 80.0088 | 50.8149 | 29.1938 | 90.9747 | 54.3929 | 36.5818 |
Avg Daily Profit (%) | 0.3072 | 0.1951 | 0.1121 | 0.2487 | 0.1669 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33931 | -27156 | -29976 | -33127 | -27080 | -28110 |
Profit Factor | 1.4657 | 1.6227 | 1.3237 | 1.5209 | 1.6487 | 1.4028 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 67.1533 | 64.7059 | 69.5652 | 67.1533 | 64.7059 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.7169 | 0.8851 | 0.5791 | 0.7439 | 0.8993 | 0.6137 |
Largest Winning Trade | 10571 | 10571 | 8042 | 13141 | 13141 | 10871 |
Largest Losing Trade | -22388 | -16614 | -22388 | -22719 | -14377 | -22719 |
Avg Bars in Trades | 178 | 182 | 174 | 178 | 182 | 174 |
Avg Bars in Winners | 127 | 123 | 131 | 127 | 123 | 131 |
Avg Bars in Losers | 283 | 290 | 275 | 283 | 290 | 275 |
Bars Traded | 24446 | 12379 | 12067 | 24446 | 12379 | 12067 |
Profit Streak | 7.1211 | 9.7981 | 7.1211 | 7.1211 | 9.7981 | 7.1211 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371123 | -101410 | -147813 | 365259 | -101362 | -136433 |
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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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