Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38067.5934 | 20433.3994 | 17634.194 | 39783.4206 | 18851.7164 | 20931.7042 |
Total P&L (%) | 38.0676 | 20.4334 | 17.6342 | 39.7834 | 18.8517 | 20.9317 |
Avg Daily Profit (%) | 0.7309 | 0.3923 | 0.3386 | 0.6452 | 0.3322 | 0.3656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9865 | -12748 | -7440 | -12592 | -16675 | -10330 |
Profit Factor | 1.383 | 1.4287 | 1.3409 | 1.3191 | 1.3027 | 1.3354 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 66.8712 | 64.1975 | 69.5122 | 66.8712 | 64.1975 | 69.5122 |
Ratio Avg Win / Avg Loss | 0.6851 | 0.7968 | 0.5881 | 0.6535 | 0.7265 | 0.5857 |
Largest Winning Trade | 5082 | 5082 | 4396 | 6097 | 6097 | 5133 |
Largest Losing Trade | -15701 | -9849 | -15701 | -15701 | -12396 | -15701 |
Avg Bars in Trades | 150 | 154 | 146 | 150 | 154 | 146 |
Avg Bars in Winners | 100 | 97 | 103 | 100 | 97 | 103 |
Avg Bars in Losers | 252 | 258 | 246 | 252 | 258 | 246 |
Bars Traded | 24599 | 12551 | 12048 | 24599 | 12551 | 12048 |
Profit Streak | 5.3186 | 0 | 6.2706 | 5.3186 | 0 | 6.2706 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373813 | -10027 | -3257 | 338849 | -12366 | -1139 |
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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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