Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121407.283 | 83211.8545 | 38195.4285 | 98417.5077 | 108634.8476 | -10217.34 |
Total P&L (%) | 121.4073 | 83.2119 | 38.1954 | 98.4175 | 108.6348 | -10.2173 |
Avg Daily Profit (%) | 0.4662 | 0.3195 | 0.1467 | 0.2635 | 0.2828 | -0.0414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67123 | -34708 | -81177 | -155145 | -41354 | -158833 |
Profit Factor | 1.4158 | 1.7001 | 1.2206 | 1.2028 | 1.5993 | 0.9664 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 67.1875 | 65.625 | 68.75 | 67.1875 | 65.625 | 68.75 |
Ratio Avg Win / Avg Loss | 0.6914 | 0.8905 | 0.5548 | 0.5874 | 0.8377 | 0.4393 |
Largest Winning Trade | 22804 | 18631 | 22804 | 26890 | 22537 | 26890 |
Largest Losing Trade | -46429 | -29298 | -46429 | -77430 | -32669 | -77430 |
Avg Bars in Trades | 192 | 187 | 198 | 192 | 187 | 198 |
Avg Bars in Winners | 128 | 132 | 125 | 128 | 132 | 125 |
Avg Bars in Losers | 323 | 292 | 357 | 323 | 292 | 357 |
Bars Traded | 24648 | 11975 | 12673 | 24648 | 11975 | 12673 |
Profit Streak | 2.9165 | 14.104 | 2.9165 | 2.9165 | 14.104 | 2.9165 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339545 | -127968 | -141070 | 230298 | -128480 | -720150 |
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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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