Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61758.7828 | -1190.6174 | 62949.4002 | 44585.6425 | -17942.8563 | 62528.4989 |
Total P&L (%) | 61.7588 | -1.1906 | 62.9494 | 44.5856 | -17.9429 | 62.5285 |
Avg Daily Profit (%) | 0.2372 | -0.0046 | 0.2417 | 0.1417 | -0.0759 | 0.1867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49218 | -39057 | -28112 | -73670 | -44148 | -39692 |
Profit Factor | 1.2119 | 0.9933 | 1.5521 | 1.1232 | 0.9196 | 1.4505 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 62.7551 | 64.2857 | 61.2245 | 62.7551 | 64.2857 | 61.2245 |
Ratio Avg Win / Avg Loss | 0.7193 | 0.5518 | 0.983 | 0.6666 | 0.5109 | 0.9187 |
Largest Winning Trade | 14352 | 14352 | 14225 | 18618 | 18618 | 17281 |
Largest Losing Trade | -30347 | -30347 | -14531 | -34953 | -34953 | -21655 |
Avg Bars in Trades | 123 | 125 | 121 | 123 | 125 | 121 |
Avg Bars in Winners | 89 | 77 | 101 | 89 | 77 | 101 |
Avg Bars in Losers | 181 | 212 | 154 | 181 | 212 | 154 |
Bars Traded | 24241 | 12318 | 11923 | 24241 | 12318 | 11923 |
Profit Streak | 6.6691 | 6.6691 | 22.9191 | 6.6691 | 6.6691 | 22.9191 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297352 | -579039 | 319124 | -89451 | -579039 | 278819 |
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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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