Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75865.0623 | 33453.2969 | 42411.7654 | 92218.4463 | 30665.5003 | 61552.946 |
Total P&L (%) | 75.8651 | 33.4533 | 42.4118 | 92.2184 | 30.6655 | 61.5529 |
Avg Daily Profit (%) | 0.1653 | 0.0729 | 0.0924 | 0.1424 | 0.0583 | 0.1045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24283 | -14177 | -19106 | -39999 | -30470 | -30381 |
Profit Factor | 1.5986 | 1.5572 | 1.6359 | 1.489 | 1.3225 | 1.6584 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 78.9855 | 78.2609 | 79.7101 | 78.9855 | 78.2609 | 79.7101 |
Ratio Avg Win / Avg Loss | 0.4253 | 0.4326 | 0.4164 | 0.3962 | 0.3674 | 0.4221 |
Largest Winning Trade | 10667 | 5269 | 10667 | 20716 | 8596 | 20716 |
Largest Losing Trade | -19106 | -14177 | -19106 | -30470 | -30470 | -30381 |
Avg Bars in Trades | 74 | 66 | 81 | 74 | 66 | 81 |
Avg Bars in Winners | 42 | 38 | 45 | 42 | 38 | 45 |
Avg Bars in Losers | 195 | 169 | 223 | 195 | 169 | 223 |
Bars Traded | 10257 | 4616 | 5641 | 10257 | 4616 | 5641 |
Profit Streak | 588.6009 | 0 | 598.6426 | 588.6009 | 0 | 598.6426 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424274 | -197243 | -168951 | 32734 | -218379 | -151257 |
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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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