Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115381.899 | 29271.9287 | 86109.9703 | 84313.7289 | 8718.8893 | 75594.8396 |
Total P&L (%) | 115.3819 | 29.2719 | 86.11 | 84.3137 | 8.7189 | 75.5948 |
Avg Daily Profit (%) | 0.2215 | 0.0562 | 0.1653 | 0.1175 | 0.0161 | 0.1082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109563 | -79989 | -69837 | -98790 | -78337 | -43069 |
Profit Factor | 1.3237 | 1.1517 | 1.5265 | 1.2851 | 1.0526 | 1.5813 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 54.1985 | 53.8462 | 54.5455 | 54.1985 | 53.8462 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1186 | 0.9872 | 1.2721 | 1.086 | 0.9023 | 1.3177 |
Largest Winning Trade | 27012 | 20409 | 27012 | 17949 | 15559 | 17949 |
Largest Losing Trade | -29980 | -28221 | -29980 | -36999 | -36999 | -17499 |
Avg Bars in Trades | 185 | 212 | 158 | 185 | 212 | 158 |
Avg Bars in Winners | 135 | 150 | 121 | 135 | 150 | 121 |
Avg Bars in Losers | 244 | 285 | 202 | 244 | 285 | 202 |
Bars Traded | 24297 | 13843 | 10454 | 24297 | 13843 | 10454 |
Profit Streak | 8.6144 | 0 | 14.531 | 8.6144 | 0 | 14.531 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324967 | -308068 | -114293 | -35191 | -633239 | -169880 |
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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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