Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73689.9342 | 30941.8029 | 42748.1313 | 100911.3382 | 39562.6381 | 61348.7001 |
Total P&L (%) | 73.6899 | 30.9418 | 42.7481 | 100.9113 | 39.5626 | 61.3487 |
Avg Daily Profit (%) | 1.4149 | 0.5941 | 0.8208 | 1.3487 | 0.6421 | 0.9228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21211 | -21655 | -5421 | -34406 | -34905 | -9107 |
Profit Factor | 1.9676 | 1.6851 | 2.3793 | 1.7992 | 1.5207 | 2.2201 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 65.873 | 65.0794 | 66.6667 | 65.873 | 65.0794 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0193 | 0.9042 | 1.1896 | 0.9321 | 0.816 | 1.11 |
Largest Winning Trade | 8665 | 8665 | 5448 | 13559 | 13559 | 6068 |
Largest Losing Trade | -10201 | -10201 | -4132 | -17249 | -17249 | -6494 |
Avg Bars in Trades | 187 | 196 | 177 | 187 | 196 | 177 |
Avg Bars in Winners | 142 | 137 | 147 | 142 | 137 | 147 |
Avg Bars in Losers | 273 | 307 | 238 | 273 | 307 | 238 |
Bars Traded | 23586 | 12373 | 11213 | 23586 | 12373 | 11213 |
Profit Streak | 12.3354 | 0 | 12.4499 | 12.3354 | 0 | 12.4499 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607056 | -138405 | -131472 | 533290 | -137877 | -130567 |
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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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