Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69323.871 | 35280.5538 | 34043.3172 | 74523.3532 | 28683.6389 | 45839.7143 |
Total P&L (%) | 69.3239 | 35.2806 | 34.0433 | 74.5234 | 28.6836 | 45.8397 |
Avg Daily Profit (%) | 0.151 | 0.0769 | 0.0742 | 0.1214 | 0.0549 | 0.0822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37893 | -29615 | -23045 | -91299 | -71827 | -54167 |
Profit Factor | 1.4784 | 1.4897 | 1.4673 | 1.2569 | 1.1972 | 1.317 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 58.9552 | 62.6866 | 55.2239 | 58.9552 | 62.6866 | 55.2239 |
Ratio Avg Win / Avg Loss | 1.0293 | 0.8867 | 1.1897 | 0.8751 | 0.7126 | 1.0678 |
Largest Winning Trade | 11612 | 8799 | 11612 | 20905 | 16192 | 20905 |
Largest Losing Trade | -26366 | -26366 | -21591 | -66018 | -66018 | -49513 |
Avg Bars in Trades | 79 | 78 | 81 | 79 | 78 | 81 |
Avg Bars in Winners | 64 | 67 | 60 | 64 | 67 | 60 |
Avg Bars in Losers | 102 | 97 | 107 | 102 | 97 | 107 |
Bars Traded | 10703 | 5249 | 5454 | 10703 | 5249 | 5454 |
Profit Streak | 603.1195 | 0 | 603.6195 | 603.1195 | 0 | 603.6195 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347964 | -209204 | -211762 | -31479 | -243874 | -200869 |
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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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