Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74204.2817 | 31502.6 | 42701.6816 | 102251.9246 | 40615.6103 | 61636.3143 |
Total P&L (%) | 74.2043 | 31.5026 | 42.7017 | 102.2519 | 40.6156 | 61.6363 |
Avg Daily Profit (%) | 1.4248 | 0.6049 | 0.8199 | 1.3616 | 0.6566 | 0.9263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17016 | -19479 | -5188 | -29447 | -32987 | -8812 |
Profit Factor | 2.0278 | 1.6953 | 2.5881 | 1.8146 | 1.5113 | 2.3374 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 39 | 25 | 14 | 39 | 25 | 14 |
Profitability (%) | 68.0328 | 59.0164 | 77.0492 | 68.0328 | 59.0164 | 77.0492 |
Ratio Avg Win / Avg Loss | 0.9528 | 1.1773 | 0.7709 | 0.8526 | 1.0495 | 0.6962 |
Largest Winning Trade | 9461 | 9461 | 4179 | 14948 | 14948 | 6951 |
Largest Losing Trade | -9848 | -9848 | -4382 | -17210 | -17210 | -6933 |
Avg Bars in Trades | 193 | 199 | 186 | 193 | 199 | 186 |
Avg Bars in Winners | 148 | 121 | 168 | 148 | 121 | 168 |
Avg Bars in Losers | 289 | 312 | 248 | 289 | 312 | 248 |
Bars Traded | 23591 | 12185 | 11406 | 23591 | 12185 | 11406 |
Profit Streak | 4.5623 | 5.6352 | 4.5623 | 4.5623 | 5.6352 | 4.5623 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566730 | -151188 | -146428 | 549940 | -150662 | -145950 |
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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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