Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159201.2596 | 44715.526 | 114485.7336 | 183076.4145 | 81217.755 | 101858.6595 |
Total P&L (%) | 159.2013 | 44.7155 | 114.4857 | 183.0764 | 81.2178 | 101.8587 |
Avg Daily Profit (%) | 0.3057 | 0.0859 | 0.2198 | 0.2 | 0.1142 | 0.135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62732 | -61598 | -44694 | -151131 | -65357 | -126408 |
Profit Factor | 1.4553 | 1.2569 | 1.652 | 1.3382 | 1.3485 | 1.3304 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 57.7236 | 59.0164 | 56.4516 | 57.7236 | 59.0164 | 56.4516 |
Ratio Avg Win / Avg Loss | 1.0659 | 0.8728 | 1.2744 | 0.9801 | 0.9365 | 1.0263 |
Largest Winning Trade | 27388 | 27341 | 27388 | 38442 | 34783 | 38442 |
Largest Losing Trade | -27547 | -23972 | -27547 | -54730 | -29094 | -54730 |
Avg Bars in Trades | 197 | 207 | 188 | 197 | 207 | 188 |
Avg Bars in Winners | 162 | 161 | 162 | 162 | 161 | 162 |
Avg Bars in Losers | 246 | 272 | 222 | 246 | 272 | 222 |
Bars Traded | 24350 | 12646 | 11704 | 24350 | 12646 | 11704 |
Profit Streak | 10.2683 | 19.0183 | 10.2683 | 10.2683 | 19.0183 | 10.2683 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410991 | -242504 | -143447 | 292714 | -202325 | -165856 |
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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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