Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69127.0788 | 27273.3784 | 41853.7004 | 91131.7191 | 32280.0058 | 58851.7133 |
Total P&L (%) | 69.1271 | 27.2734 | 41.8537 | 91.1317 | 32.28 | 58.8517 |
Avg Daily Profit (%) | 1.3273 | 0.5237 | 0.8036 | 1.2516 | 0.5386 | 0.8926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17408 | -19811 | -5992 | -29648 | -33298 | -10229 |
Profit Factor | 1.7906 | 1.5043 | 2.2548 | 1.6091 | 1.3458 | 2.0459 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 64.2857 | 61.4286 | 67.1429 | 64.2857 | 61.4286 | 67.1429 |
Ratio Avg Win / Avg Loss | 0.9948 | 0.9446 | 1.1034 | 0.8939 | 0.845 | 1.0012 |
Largest Winning Trade | 7877 | 7877 | 6242 | 12443 | 12443 | 7195 |
Largest Losing Trade | -11026 | -11026 | -3939 | -18977 | -18977 | -6205 |
Avg Bars in Trades | 171 | 178 | 163 | 171 | 178 | 163 |
Avg Bars in Winners | 129 | 120 | 138 | 129 | 120 | 138 |
Avg Bars in Losers | 245 | 271 | 215 | 245 | 271 | 215 |
Bars Traded | 23957 | 12498 | 11459 | 23957 | 12498 | 11459 |
Profit Streak | 6.9579 | 0 | 7.8579 | 6.9579 | 0 | 7.8579 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526227 | -88055 | -78726 | 513344 | -88452 | -78016 |
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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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