Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45059.1348 | 15411.1142 | 29648.0206 | 52236.04 | 16658.2588 | 35577.7812 |
Total P&L (%) | 45.0591 | 15.4111 | 29.648 | 52.236 | 16.6583 | 35.5778 |
Avg Daily Profit (%) | 0.8652 | 0.2959 | 0.5693 | 0.8102 | 0.2963 | 0.5861 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17334 | -17670 | -10119 | -26203 | -25564 | -15204 |
Profit Factor | 1.613 | 1.3716 | 1.9255 | 1.4798 | 1.2753 | 1.7356 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 75.3623 | 68.1159 | 82.6087 | 75.3623 | 68.1159 | 82.6087 |
Ratio Avg Win / Avg Loss | 0.5273 | 0.642 | 0.4054 | 0.4838 | 0.597 | 0.3654 |
Largest Winning Trade | 3662 | 3464 | 3662 | 4109 | 4109 | 4035 |
Largest Losing Trade | -9985 | -9985 | -8522 | -14562 | -14562 | -12781 |
Avg Bars in Trades | 168 | 175 | 161 | 168 | 175 | 161 |
Avg Bars in Winners | 92 | 81 | 101 | 92 | 81 | 101 |
Avg Bars in Losers | 399 | 374 | 444 | 399 | 374 | 444 |
Bars Traded | 23224 | 12082 | 11142 | 23224 | 12082 | 11142 |
Profit Streak | 1.7599 | 3.0994 | 1.7599 | 1.7599 | 3.0994 | 1.7599 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417847 | -103944 | -93092 | 409966 | -103698 | -92787 |
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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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