Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119724.8576 | 72243.935 | 47480.9226 | 145078.2944 | 88618.5662 | 56459.7283 |
Total P&L (%) | 119.7249 | 72.2439 | 47.4809 | 145.0783 | 88.6186 | 56.4597 |
Avg Daily Profit (%) | 0.8619 | 0.5201 | 0.3418 | 0.6474 | 0.4579 | 0.3228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55598 | -32155 | -39671 | -59288 | -34686 | -45577 |
Profit Factor | 1.5178 | 1.6905 | 1.3751 | 1.5944 | 1.8628 | 1.3994 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 63.1579 | 67.1642 | 59.0909 | 63.1579 | 67.1642 | 59.0909 |
Ratio Avg Win / Avg Loss | 0.8854 | 0.8265 | 0.952 | 0.9301 | 0.9107 | 0.9688 |
Largest Winning Trade | 26058 | 26058 | 13148 | 20416 | 20416 | 17693 |
Largest Losing Trade | -33747 | -20789 | -33747 | -39391 | -21660 | -39391 |
Avg Bars in Trades | 96 | 95 | 98 | 96 | 95 | 98 |
Avg Bars in Winners | 88 | 87 | 89 | 88 | 87 | 89 |
Avg Bars in Losers | 110 | 112 | 109 | 110 | 112 | 109 |
Bars Traded | 12895 | 6426 | 6469 | 12895 | 6426 | 6469 |
Profit Streak | 138.6344 | 139.1448 | 0 | 138.6344 | 139.1448 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482338 | -104884 | -118631 | 450301 | -105083 | -117990 |
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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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