Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74491.2127 | 44017.0657 | 30474.1471 | 25774.8458 | 33998.117 | -8223.2712 |
Total P&L (%) | 74.4912 | 44.0171 | 30.4741 | 25.7748 | 33.9981 | -8.2233 |
Avg Daily Profit (%) | 0.286 | 0.169 | 0.117 | 0.0881 | 0.1124 | -0.0329 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65471 | -44591 | -75267 | -86129 | -43924 | -102951 |
Profit Factor | 1.2283 | 1.2977 | 1.1708 | 1.0691 | 1.211 | 0.9612 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 65.1163 | 60.4651 | 69.7674 | 65.1163 | 60.4651 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.658 | 0.8485 | 0.5074 | 0.5727 | 0.7918 | 0.4165 |
Largest Winning Trade | 11672 | 11672 | 9574 | 13781 | 13781 | 9340 |
Largest Losing Trade | -49472 | -31955 | -49472 | -62196 | -30346 | -62196 |
Avg Bars in Trades | 141 | 141 | 141 | 141 | 141 | 141 |
Avg Bars in Winners | 90 | 83 | 96 | 90 | 83 | 96 |
Avg Bars in Losers | 236 | 230 | 245 | 236 | 230 | 245 |
Bars Traded | 24351 | 12192 | 12159 | 24351 | 12192 | 12159 |
Profit Streak | 6.5123 | 6.5227 | 6.5123 | 6.5123 | 6.5227 | 6.5123 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337595 | 179029 | -72343 | -221947 | -46688 | -578967 |
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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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