Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74094.514 | 49658.7031 | 24435.8109 | 80307.3257 | 55089.431 | 25217.8947 |
Total P&L (%) | 74.0945 | 49.6587 | 24.4358 | 80.3073 | 55.0894 | 25.2179 |
Avg Daily Profit (%) | 0.8535 | 0.572 | 0.2815 | 0.6814 | 0.5068 | 0.2594 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47326 | -12102 | -38433 | -65419 | -17798 | -51685 |
Profit Factor | 1.5908 | 1.995 | 1.3236 | 1.4203 | 1.7037 | 1.2236 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 71.7391 | 69.5652 | 73.913 | 71.7391 | 69.5652 | 73.913 |
Ratio Avg Win / Avg Loss | 0.6267 | 0.8728 | 0.4672 | 0.5595 | 0.7454 | 0.4318 |
Largest Winning Trade | 7852 | 6218 | 7852 | 10392 | 7396 | 10392 |
Largest Losing Trade | -38433 | -11425 | -38433 | -51685 | -16934 | -51685 |
Avg Bars in Trades | 174 | 180 | 169 | 174 | 180 | 169 |
Avg Bars in Winners | 90 | 99 | 83 | 90 | 99 | 83 |
Avg Bars in Losers | 388 | 366 | 413 | 388 | 366 | 413 |
Bars Traded | 24147 | 12468 | 11679 | 24147 | 12468 | 11679 |
Profit Streak | 2.3575 | 0 | 3.472 | 2.3575 | 0 | 3.472 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449251 | -90640 | -98286 | 373561 | -91390 | -98691 |
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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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