Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68889.2542 | 29339.4781 | 39549.7762 | 92507.55 | 37671.3561 | 54836.1939 |
Total P&L (%) | 68.8893 | 29.3395 | 39.5498 | 92.5076 | 37.6714 | 54.8362 |
Avg Daily Profit (%) | 1.3228 | 0.5634 | 0.7594 | 1.2656 | 0.6158 | 0.843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17761 | -19455 | -5791 | -27193 | -29038 | -9076 |
Profit Factor | 1.9077 | 1.6363 | 2.3278 | 1.7725 | 1.5163 | 2.1722 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 69.2308 | 63.0769 | 75.3846 | 69.2308 | 63.0769 | 75.3846 |
Ratio Avg Win / Avg Loss | 0.8479 | 0.9578 | 0.7601 | 0.7878 | 0.8876 | 0.7093 |
Largest Winning Trade | 4907 | 4907 | 3674 | 7362 | 7362 | 6162 |
Largest Losing Trade | -10521 | -10521 | -4764 | -16068 | -16068 | -6711 |
Avg Bars in Trades | 181 | 187 | 175 | 181 | 187 | 175 |
Avg Bars in Winners | 127 | 112 | 140 | 127 | 112 | 140 |
Avg Bars in Losers | 302 | 314 | 284 | 302 | 314 | 284 |
Bars Traded | 23592 | 12162 | 11430 | 23592 | 12162 | 11430 |
Profit Streak | 3.7199 | 4.7782 | 3.7199 | 3.7199 | 4.7782 | 3.7199 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540377 | -122912 | -118575 | 521866 | -122583 | -117795 |
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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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