Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74912.1314 | 45428.1587 | 29483.9727 | 71992.106 | 52316.7799 | 19675.3261 |
Total P&L (%) | 74.9121 | 45.4282 | 29.484 | 71.9921 | 52.3168 | 19.6753 |
Avg Daily Profit (%) | 0.5393 | 0.327 | 0.2123 | 0.3911 | 0.3034 | 0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42141 | -25592 | -37309 | -49772 | -30211 | -41254 |
Profit Factor | 1.4498 | 1.6995 | 1.2902 | 1.3694 | 1.7092 | 1.1625 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 74.1667 | 70 | 78.3333 | 74.1667 | 70 | 78.3333 |
Ratio Avg Win / Avg Loss | 0.505 | 0.7284 | 0.3569 | 0.477 | 0.7325 | 0.3215 |
Largest Winning Trade | 14085 | 8256 | 14085 | 13117 | 13117 | 10553 |
Largest Losing Trade | -31510 | -12624 | -31510 | -34538 | -15255 | -34538 |
Avg Bars in Trades | 108 | 105 | 110 | 108 | 105 | 110 |
Avg Bars in Winners | 72 | 67 | 75 | 72 | 67 | 75 |
Avg Bars in Losers | 211 | 193 | 237 | 211 | 193 | 237 |
Bars Traded | 12978 | 6325 | 6653 | 12978 | 6325 | 6653 |
Profit Streak | 142.2944 | 142.2944 | 151.4819 | 142.2944 | 142.2944 | 151.4819 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474622 | -159997 | -162889 | 411364 | -159620 | -236684 |
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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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