Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116540.4996 | 48604.6251 | 67935.8745 | 72763.945 | 40099.5839 | 32664.3611 |
Total P&L (%) | 116.5405 | 48.6046 | 67.9359 | 72.7639 | 40.0996 | 32.6644 |
Avg Daily Profit (%) | 0.2238 | 0.0933 | 0.1304 | 0.105 | 0.0648 | 0.0543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162544 | -41479 | -127140 | -140837 | -40712 | -103555 |
Profit Factor | 1.2727 | 1.35 | 1.2355 | 1.1955 | 1.3714 | 1.1236 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 61.9048 | 58.9474 | 64.8936 | 61.9048 | 58.9474 | 64.8936 |
Ratio Avg Win / Avg Loss | 0.7832 | 0.9402 | 0.6684 | 0.7357 | 0.9551 | 0.6078 |
Largest Winning Trade | 19070 | 17378 | 19070 | 16030 | 16005 | 16030 |
Largest Losing Trade | -46409 | -12656 | -46409 | -34981 | -20675 | -34981 |
Avg Bars in Trades | 127 | 54 | 202 | 127 | 54 | 202 |
Avg Bars in Winners | 96 | 45 | 143 | 96 | 45 | 143 |
Avg Bars in Losers | 178 | 67 | 310 | 178 | 67 | 310 |
Bars Traded | 24154 | 5164 | 18990 | 24154 | 5164 | 18990 |
Profit Streak | 17.3178 | 17.3178 | 17.6303 | 17.3178 | 17.3178 | 17.6303 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344463 | -69755 | -18600 | -56465 | -108460 | -207161 |
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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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