Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74314.4872 | 52409.399 | 21905.0882 | 68461.3634 | 47185.3286 | 21276.0348 |
Total P&L (%) | 74.3145 | 52.4094 | 21.9051 | 68.4614 | 47.1853 | 21.276 |
Avg Daily Profit (%) | 0.2854 | 0.2013 | 0.0841 | 0.2005 | 0.1485 | 0.0741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48076 | -35132 | -38756 | -55869 | -42766 | -38841 |
Profit Factor | 1.3694 | 1.554 | 1.2056 | 1.3295 | 1.4698 | 1.1982 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 68.6869 | 70 | 67.3469 | 68.6869 | 70 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.6243 | 0.666 | 0.5845 | 0.6061 | 0.6299 | 0.581 |
Largest Winning Trade | 12046 | 12046 | 11464 | 15806 | 15806 | 10673 |
Largest Losing Trade | -27333 | -17026 | -27333 | -29349 | -19283 | -29349 |
Avg Bars in Trades | 247 | 252 | 242 | 247 | 252 | 242 |
Avg Bars in Winners | 172 | 175 | 168 | 172 | 175 | 168 |
Avg Bars in Losers | 413 | 432 | 395 | 413 | 432 | 395 |
Bars Traded | 24513 | 12636 | 11877 | 24513 | 12636 | 11877 |
Profit Streak | 28.6437 | 35.9979 | 28.6437 | 28.6437 | 35.9979 | 28.6437 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378242 | -170801 | -85909 | 339644 | -174120 | -101675 |
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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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