Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63808.792 | 26849.5667 | 36959.2253 | 82201.8362 | 32735.3972 | 49466.439 |
Total P&L (%) | 63.8088 | 26.8496 | 36.9592 | 82.2018 | 32.7354 | 49.4664 |
Avg Daily Profit (%) | 1.2252 | 0.5155 | 0.7097 | 1.1586 | 0.5452 | 0.7747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17616 | -20310 | -6556 | -27126 | -30329 | -10840 |
Profit Factor | 1.7483 | 1.4967 | 2.1841 | 1.6241 | 1.3919 | 2.0267 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 64.6154 | 61.5385 | 67.6923 | 64.6154 | 61.5385 | 67.6923 |
Ratio Avg Win / Avg Loss | 0.9574 | 0.9354 | 1.0424 | 0.8894 | 0.8699 | 0.9673 |
Largest Winning Trade | 7130 | 7130 | 3621 | 10384 | 10384 | 5710 |
Largest Losing Trade | -10425 | -10425 | -4173 | -15762 | -15762 | -5651 |
Avg Bars in Trades | 181 | 187 | 175 | 181 | 187 | 175 |
Avg Bars in Winners | 127 | 117 | 135 | 127 | 117 | 135 |
Avg Bars in Losers | 280 | 297 | 259 | 280 | 297 | 259 |
Bars Traded | 23577 | 12157 | 11420 | 23577 | 12157 | 11420 |
Profit Streak | 14.0443 | 15.088 | 14.0443 | 14.0443 | 15.088 | 14.0443 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522019 | -124623 | -117763 | 526165 | -124486 | -118621 |
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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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