Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88920.0853 | 45749.2773 | 43170.808 | 131104.0296 | 67467.588 | 63636.4416 |
Total P&L (%) | 88.9201 | 45.7493 | 43.1708 | 131.104 | 67.4676 | 63.6364 |
Avg Daily Profit (%) | 1.3883 | 0.7143 | 0.674 | 1.3165 | 0.8083 | 0.7719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18151 | -13800 | -17719 | -33629 | -16716 | -32954 |
Profit Factor | 1.8934 | 1.927 | 1.8603 | 1.8781 | 1.9187 | 1.8387 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 71.2121 | 66.6667 | 75.7576 | 71.2121 | 66.6667 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.7654 | 0.9635 | 0.5953 | 0.7592 | 0.9594 | 0.5884 |
Largest Winning Trade | 9426 | 9426 | 4683 | 17476 | 17476 | 7815 |
Largest Losing Trade | -9410 | -6756 | -9410 | -17312 | -8381 | -17312 |
Avg Bars in Trades | 136 | 133 | 139 | 136 | 133 | 139 |
Avg Bars in Winners | 108 | 110 | 107 | 108 | 110 | 107 |
Avg Bars in Losers | 205 | 178 | 242 | 205 | 178 | 242 |
Bars Traded | 18041 | 8811 | 9230 | 18041 | 8811 | 9230 |
Profit Streak | 12.7851 | 16.4448 | 12.7851 | 12.7851 | 16.4448 | 12.7851 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 584604 | -111234 | -111485 | 581296 | -108968 | -109452 |
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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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