Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193331.5561 | 91858.7691 | 101472.787 | 324078.9346 | 176245.627 | 147833.3077 |
Total P&L (%) | 193.3316 | 91.8588 | 101.4728 | 324.0789 | 176.2456 | 147.8333 |
Avg Daily Profit (%) | 0.3712 | 0.1764 | 0.1948 | 0.2778 | 0.1953 | 0.1744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70903 | -51390 | -41989 | -71311 | -58878 | -49539 |
Profit Factor | 1.5969 | 1.5878 | 1.6054 | 1.8757 | 2.1085 | 1.7003 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 63.4146 | 60.6557 | 66.129 | 63.4146 | 60.6557 | 66.129 |
Ratio Avg Win / Avg Loss | 0.9213 | 1.0299 | 0.8223 | 1.0821 | 1.3677 | 0.8709 |
Largest Winning Trade | 19518 | 18799 | 19518 | 33532 | 29734 | 33532 |
Largest Losing Trade | -30178 | -30178 | -21330 | -49539 | -26267 | -49539 |
Avg Bars in Trades | 196 | 202 | 191 | 196 | 202 | 191 |
Avg Bars in Winners | 134 | 151 | 120 | 134 | 151 | 120 |
Avg Bars in Losers | 304 | 280 | 331 | 304 | 280 | 331 |
Bars Traded | 24207 | 12323 | 11884 | 24207 | 12323 | 11884 |
Profit Streak | 10.3411 | 38.6119 | 10.3411 | 10.3411 | 38.6119 | 10.3411 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428833 | -150069 | -144165 | 479928 | -148851 | -144156 |
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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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