Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61819.6557 | 20880.565 | 40939.0908 | 69371.7874 | 12962.3063 | 56409.4811 |
Total P&L (%) | 61.8197 | 20.8806 | 40.9391 | 69.3718 | 12.9623 | 56.4095 |
Avg Daily Profit (%) | 0.7121 | 0.2405 | 0.4716 | 0.6088 | 0.1405 | 0.5166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38971 | -33159 | -18097 | -82334 | -68256 | -31107 |
Profit Factor | 1.3729 | 1.2027 | 1.6522 | 1.2222 | 1.0666 | 1.4796 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Losing Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Profitability (%) | 62.6214 | 65.0485 | 60.1942 | 62.6214 | 65.0485 | 60.1942 |
Ratio Avg Win / Avg Loss | 0.8195 | 0.6462 | 1.0926 | 0.7296 | 0.5731 | 0.9785 |
Largest Winning Trade | 12535 | 12535 | 8646 | 17458 | 17458 | 9903 |
Largest Losing Trade | -12950 | -12950 | -6956 | -25591 | -25591 | -14571 |
Avg Bars in Trades | 114 | 114 | 114 | 114 | 114 | 114 |
Avg Bars in Winners | 79 | 77 | 82 | 79 | 77 | 82 |
Avg Bars in Losers | 172 | 184 | 162 | 172 | 184 | 162 |
Bars Traded | 23605 | 11818 | 11787 | 23605 | 11818 | 11787 |
Profit Streak | 0.9238 | 0.9238 | 2.8092 | 0.9238 | 0.9238 | 2.8092 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316341 | -3824 | 305177 | 269531 | -231301 | 273291 |
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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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