Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126541.9554 | 69656.816 | 56885.1394 | 176341.6286 | 129970.2305 | 46371.398 |
Total P&L (%) | 126.542 | 69.6568 | 56.8851 | 176.3416 | 129.9702 | 46.3714 |
Avg Daily Profit (%) | 0.4859 | 0.2675 | 0.2184 | 0.3911 | 0.3203 | 0.1464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35353 | -36773 | -36333 | -55553 | -37684 | -86641 |
Profit Factor | 1.5685 | 1.6473 | 1.4948 | 1.476 | 1.8139 | 1.22 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 59.5041 | 62.2951 | 56.6667 | 59.5041 | 62.2951 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.0675 | 0.9971 | 1.1431 | 1.0045 | 1.0979 | 0.9329 |
Largest Winning Trade | 19379 | 19379 | 14983 | 39821 | 39821 | 26804 |
Largest Losing Trade | -22461 | -16036 | -22461 | -55012 | -28304 | -55012 |
Avg Bars in Trades | 202 | 205 | 199 | 202 | 205 | 199 |
Avg Bars in Winners | 192 | 192 | 193 | 192 | 192 | 193 |
Avg Bars in Losers | 217 | 227 | 208 | 217 | 227 | 208 |
Bars Traded | 24530 | 12539 | 11991 | 24530 | 12539 | 11991 |
Profit Streak | 2.7032 | 8.7969 | 0 | 2.7032 | 8.7969 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378742 | -151414 | -161533 | 329204 | -148951 | -171045 |
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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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