Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85631.1825 | 48012.1858 | 37618.9967 | 83811.9651 | 97061.5921 | -13249.627 |
Total P&L (%) | 85.6312 | 48.0122 | 37.619 | 83.812 | 97.0616 | -13.2496 |
Avg Daily Profit (%) | 0.3288 | 0.1844 | 0.1445 | 0.234 | 0.2608 | -0.0546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78927 | -37748 | -51981 | -242019 | -100976 | -161238 |
Profit Factor | 1.2795 | 1.3125 | 1.2464 | 1.1151 | 1.2879 | 0.9661 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 70.0508 | 70.7071 | 69.3878 | 70.0508 | 70.7071 | 69.3878 |
Ratio Avg Win / Avg Loss | 0.5471 | 0.5437 | 0.5499 | 0.4767 | 0.5336 | 0.4262 |
Largest Winning Trade | 10471 | 10471 | 8600 | 21784 | 21784 | 18535 |
Largest Losing Trade | -19857 | -15177 | -19857 | -61659 | -38250 | -61659 |
Avg Bars in Trades | 124 | 129 | 120 | 124 | 129 | 120 |
Avg Bars in Winners | 72 | 71 | 74 | 72 | 71 | 74 |
Avg Bars in Losers | 246 | 269 | 224 | 246 | 269 | 224 |
Bars Traded | 24570 | 12789 | 11781 | 24570 | 12789 | 11781 |
Profit Streak | 1.2648 | 8.0773 | 1.2648 | 1.2648 | 8.0773 | 1.2648 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 262243 | 264621 | -6149 | -87428 | 337103 | -582383 |
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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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