Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112285.2741 | 73680.5483 | 38604.7258 | 153867.697 | 122211.4167 | 31656.2803 |
Total P&L (%) | 112.2853 | 73.6805 | 38.6047 | 153.8677 | 122.2114 | 31.6563 |
Avg Daily Profit (%) | 0.4312 | 0.2829 | 0.1482 | 0.3584 | 0.3071 | 0.1057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30016 | -30193 | -28422 | -62043 | -40797 | -56605 |
Profit Factor | 1.5313 | 1.7487 | 1.3419 | 1.4118 | 1.7312 | 1.1533 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 48.5507 | 50.7246 | 46.3768 | 48.5507 | 50.7246 | 46.3768 |
Ratio Avg Win / Avg Loss | 1.6228 | 1.6987 | 1.5516 | 1.4961 | 1.6818 | 1.3335 |
Largest Winning Trade | 17932 | 17019 | 17932 | 28351 | 28351 | 23286 |
Largest Losing Trade | -11633 | -11633 | -9738 | -25491 | -15712 | -25491 |
Avg Bars in Trades | 177 | 185 | 168 | 177 | 185 | 168 |
Avg Bars in Winners | 223 | 233 | 212 | 223 | 233 | 212 |
Avg Bars in Losers | 133 | 136 | 130 | 133 | 136 | 130 |
Bars Traded | 24456 | 12812 | 11644 | 24456 | 12812 | 11644 |
Profit Streak | 11.1936 | 18.7977 | 11.1936 | 11.1936 | 18.7977 | 11.1936 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436914 | -89863 | -100173 | 348223 | -89691 | -210920 |
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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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