Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80237.8555 | 40816.8076 | 39421.0479 | 99002.678 | 37791.6077 | 61211.0702 |
Total P&L (%) | 80.2379 | 40.8168 | 39.421 | 99.0027 | 37.7916 | 61.2111 |
Avg Daily Profit (%) | 0.1748 | 0.0889 | 0.0859 | 0.15 | 0.0699 | 0.1041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61624 | -29014 | -38805 | -58250 | -31569 | -35166 |
Profit Factor | 1.3635 | 1.3788 | 1.349 | 1.4373 | 1.329 | 1.5489 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 56.5657 | 56.5657 | 56.5657 | 56.5657 | 56.5657 | 56.5657 |
Ratio Avg Win / Avg Loss | 1.047 | 1.0587 | 1.0358 | 1.1037 | 1.0205 | 1.1894 |
Largest Winning Trade | 11625 | 6319 | 11625 | 18296 | 7188 | 18296 |
Largest Losing Trade | -11193 | -11193 | -10924 | -12423 | -12423 | -10010 |
Avg Bars in Trades | 54 | 49 | 58 | 54 | 49 | 58 |
Avg Bars in Winners | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Losers | 54 | 53 | 56 | 54 | 53 | 56 |
Bars Traded | 10697 | 4936 | 5761 | 10697 | 4936 | 5761 |
Profit Streak | 597.7927 | 597.7927 | 604.5844 | 597.7927 | 597.7927 | 604.5844 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372024 | -75464 | -79074 | 380636 | -101445 | -51889 |
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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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