Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73714.6452 | 34392.7151 | 39321.9301 | 85444.759 | 26478.8087 | 58965.9503 |
Total P&L (%) | 73.7146 | 34.3927 | 39.3219 | 85.4448 | 26.4788 | 58.966 |
Avg Daily Profit (%) | 0.1606 | 0.0749 | 0.0857 | 0.1346 | 0.0512 | 0.101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29535 | -26307 | -19682 | -69480 | -61937 | -32883 |
Profit Factor | 1.505 | 1.4504 | 1.5648 | 1.3332 | 1.1841 | 1.5237 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 186 | 90 | 96 | 186 | 90 | 96 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 80.8696 | 78.2609 | 83.4783 | 80.8696 | 78.2609 | 83.4783 |
Ratio Avg Win / Avg Loss | 0.356 | 0.4029 | 0.3097 | 0.3154 | 0.3289 | 0.3016 |
Largest Winning Trade | 6600 | 6156 | 6600 | 7947 | 7213 | 7947 |
Largest Losing Trade | -23582 | -23582 | -19680 | -54778 | -54778 | -32877 |
Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Winners | 20 | 18 | 23 | 20 | 18 | 23 |
Avg Bars in Losers | 151 | 139 | 165 | 151 | 139 | 165 |
Bars Traded | 10489 | 5126 | 5363 | 10489 | 5126 | 5363 |
Profit Streak | 604.3929 | 604.3929 | 612.1012 | 604.3929 | 604.3929 | 612.1012 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457174 | -92790 | -76398 | -8950 | -144174 | -54617 |
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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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