Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92024.205 | 38082.0808 | 53942.1242 | 128825.5482 | 43069.5627 | 85755.9855 |
Total P&L (%) | 92.0242 | 38.0821 | 53.9421 | 128.8255 | 43.0696 | 85.756 |
Avg Daily Profit (%) | 0.2005 | 0.083 | 0.1175 | 0.1805 | 0.078 | 0.135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19032 | -16945 | -19032 | -40347 | -40347 | -34057 |
Profit Factor | 1.7606 | 1.8127 | 1.7277 | 1.647 | 1.4949 | 1.7651 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 149 | 69 | 80 | 149 | 69 | 80 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 73.0392 | 67.6471 | 78.4314 | 73.0392 | 67.6471 | 78.4314 |
Ratio Avg Win / Avg Loss | 0.6499 | 0.867 | 0.4751 | 0.608 | 0.7149 | 0.4854 |
Largest Winning Trade | 9516 | 6901 | 9516 | 13311 | 10572 | 13311 |
Largest Losing Trade | -19032 | -16945 | -19032 | -40347 | -40347 | -34057 |
Avg Bars in Trades | 50 | 17 | 83 | 50 | 17 | 83 |
Avg Bars in Winners | 31 | 10 | 49 | 31 | 10 | 49 |
Avg Bars in Losers | 102 | 33 | 207 | 102 | 33 | 207 |
Bars Traded | 10320 | 1793 | 8527 | 10320 | 1793 | 8527 |
Profit Streak | 600.6134 | 600.6134 | 626.7801 | 600.6134 | 600.6134 | 626.7801 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461103 | -81554 | -32398 | 447063 | -88704 | -7945 |
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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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