Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41329.7959 | 30059.8919 | 11269.904 | 17760.4438 | 23187.1507 | -5426.7069 |
Total P&L (%) | 41.3298 | 30.0599 | 11.2699 | 17.7604 | 23.1872 | -5.4267 |
Avg Daily Profit (%) | 0.2975 | 0.2164 | 0.0811 | 0.1178 | 0.1502 | -0.0402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43685 | -28425 | -46276 | -50072 | -27828 | -47689 |
Profit Factor | 1.2031 | 1.3917 | 1.0889 | 1.094 | 1.3378 | 0.9549 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 77.2277 | 77.2277 | 77.2277 | 77.2277 | 77.2277 | 77.2277 |
Ratio Avg Win / Avg Loss | 0.3548 | 0.4104 | 0.3211 | 0.3226 | 0.3945 | 0.2816 |
Largest Winning Trade | 7736 | 5502 | 7736 | 6142 | 6142 | 5268 |
Largest Losing Trade | -38255 | -18350 | -38255 | -36373 | -16430 | -36373 |
Avg Bars in Trades | 64 | 52 | 75 | 64 | 52 | 75 |
Avg Bars in Winners | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Losers | 181 | 147 | 216 | 181 | 147 | 216 |
Bars Traded | 12986 | 5332 | 7654 | 12986 | 5332 | 7654 |
Profit Streak | 140.8637 | 142.27 | 140.8637 | 140.8637 | 142.27 | 140.8637 |
Trades During Streak | 23 | 13 | 11 | 23 | 13 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315458 | 252845 | -331963 | -158417 | 160925 | -577438 |
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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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