Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35271.4989 | 12833.892 | 22437.6068 | 36934.3657 | 12151.6856 | 24782.6801 |
Total P&L (%) | 35.2715 | 12.8339 | 22.4376 | 36.9344 | 12.1517 | 24.7827 |
Avg Daily Profit (%) | 0.6773 | 0.2464 | 0.4308 | 0.6054 | 0.2204 | 0.426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16587 | -17968 | -10923 | -21488 | -21802 | -14325 |
Profit Factor | 1.3139 | 1.2198 | 1.4158 | 1.2631 | 1.1646 | 1.3724 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 55.3571 | 52.381 | 58.3333 | 55.3571 | 52.381 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.0596 | 1.1089 | 1.0113 | 1.0186 | 1.0587 | 0.9803 |
Largest Winning Trade | 6956 | 6956 | 4981 | 8419 | 8419 | 5255 |
Largest Losing Trade | -8003 | -8003 | -5985 | -9571 | -9571 | -7871 |
Avg Bars in Trades | 145 | 151 | 139 | 145 | 151 | 139 |
Avg Bars in Winners | 110 | 112 | 108 | 110 | 112 | 108 |
Avg Bars in Losers | 188 | 193 | 182 | 188 | 193 | 182 |
Bars Traded | 24430 | 12721 | 11709 | 24430 | 12721 | 11709 |
Profit Streak | 14.1243 | 0 | 15.1097 | 14.1243 | 0 | 15.1097 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336220 | -72078 | 185973 | 308242 | -132585 | 161210 |
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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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