Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132503.4916 | 56900.9566 | 75602.535 | 208824.5598 | 99975.7274 | 108848.8324 |
Total P&L (%) | 132.5035 | 56.901 | 75.6025 | 208.8246 | 99.9757 | 108.8488 |
Avg Daily Profit (%) | 0.5088 | 0.2185 | 0.2903 | 0.4339 | 0.2665 | 0.2832 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23099 | -15681 | -21271 | -68130 | -46867 | -61701 |
Profit Factor | 1.6824 | 1.6617 | 1.6988 | 1.5203 | 1.5765 | 1.4775 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 52.0325 | 54.8387 | 49.1803 | 52.0325 | 54.8387 | 49.1803 |
Ratio Avg Win / Avg Loss | 1.551 | 1.3685 | 1.7555 | 1.4015 | 1.2983 | 1.5267 |
Largest Winning Trade | 29467 | 18996 | 29467 | 29588 | 24520 | 29588 |
Largest Losing Trade | -13664 | -7021 | -13664 | -25624 | -23987 | -25624 |
Avg Bars in Trades | 199 | 206 | 191 | 199 | 206 | 191 |
Avg Bars in Winners | 233 | 229 | 238 | 233 | 229 | 238 |
Avg Bars in Losers | 161 | 179 | 146 | 161 | 179 | 146 |
Bars Traded | 24514 | 12824 | 11690 | 24514 | 12824 | 11690 |
Profit Streak | 2.5309 | 4.0413 | 0 | 2.5309 | 4.0413 | 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 | 397978 | -146187 | -151782 | 311673 | -145167 | -152782 |
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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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