Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108486.232 | 40182.8349 | 68303.3971 | 156452.0708 | 60047.4651 | 96404.6058 |
Total P&L (%) | 108.4862 | 40.1828 | 68.3034 | 156.4521 | 60.0475 | 96.4046 |
Avg Daily Profit (%) | 0.4166 | 0.1543 | 0.2623 | 0.3623 | 0.1808 | 0.2595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29272 | -20378 | -24365 | -49831 | -25834 | -44441 |
Profit Factor | 1.7031 | 1.4626 | 2.013 | 1.5816 | 1.4162 | 1.7729 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 73.9837 | 70.4918 | 77.4194 | 73.9837 | 70.4918 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.5989 | 0.6122 | 0.5871 | 0.5562 | 0.5928 | 0.5171 |
Largest Winning Trade | 13212 | 8471 | 13212 | 19251 | 11896 | 19251 |
Largest Losing Trade | -21204 | -20378 | -21204 | -36856 | -23826 | -36856 |
Avg Bars in Trades | 200 | 220 | 179 | 200 | 220 | 179 |
Avg Bars in Winners | 116 | 126 | 106 | 116 | 126 | 106 |
Avg Bars in Losers | 438 | 446 | 429 | 438 | 446 | 429 |
Bars Traded | 24603 | 13468 | 11135 | 24603 | 13468 | 11135 |
Profit Streak | 8.899 | 8.899 | 23.3052 | 8.899 | 8.899 | 23.3052 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502625 | -154434 | -141385 | 474712 | -152948 | -141758 |
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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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