Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161602.2967 | 51782.6551 | 109819.6416 | 322765.0069 | 118080.107 | 204684.8999 |
Total P&L (%) | 161.6023 | 51.7827 | 109.8196 | 322.765 | 118.0801 | 204.6849 |
Avg Daily Profit (%) | 0.6205 | 0.1988 | 0.4217 | 0.5551 | 0.2998 | 0.4287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29938 | -28769 | -12847 | -50050 | -50050 | -34591 |
Profit Factor | 2.0874 | 1.5107 | 3.3253 | 1.9739 | 1.5571 | 2.7132 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 77.0492 | 73.7705 | 80.3279 | 77.0492 | 73.7705 | 80.3279 |
Ratio Avg Win / Avg Loss | 0.6218 | 0.5371 | 0.8144 | 0.588 | 0.5536 | 0.6645 |
Largest Winning Trade | 10348 | 10160 | 10348 | 21658 | 21015 | 21658 |
Largest Losing Trade | -28769 | -28769 | -10425 | -50050 | -50050 | -27669 |
Avg Bars in Trades | 202 | 215 | 189 | 202 | 215 | 189 |
Avg Bars in Winners | 140 | 138 | 141 | 140 | 138 | 141 |
Avg Bars in Losers | 410 | 429 | 384 | 410 | 429 | 384 |
Bars Traded | 24675 | 13119 | 11556 | 24675 | 13119 | 11556 |
Profit Streak | 4.2484 | 11.238 | 4.2484 | 4.2484 | 11.238 | 4.2484 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 577036 | -152318 | -146047 | 549018 | -149957 | -147168 |
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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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