Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98055.8097 | 51647.2892 | 46408.5206 | 78417.4433 | 39648.8354 | 38768.6079 |
Total P&L (%) | 98.0558 | 51.6473 | 46.4085 | 78.4174 | 39.6488 | 38.7686 |
Avg Daily Profit (%) | 0.1883 | 0.0992 | 0.0891 | 0.1112 | 0.0641 | 0.0629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57255 | -49371 | -44359 | -91730 | -52112 | -79720 |
Profit Factor | 1.2268 | 1.2561 | 1.2012 | 1.1309 | 1.1431 | 1.1204 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 49.7992 | 48.3871 | 51.2 | 49.7992 | 48.3871 | 51.2 |
Ratio Avg Win / Avg Loss | 1.2367 | 1.3398 | 1.1449 | 1.14 | 1.2193 | 1.0679 |
Largest Winning Trade | 22177 | 19837 | 22177 | 34342 | 29669 | 34342 |
Largest Losing Trade | -20239 | -13112 | -20239 | -32512 | -23424 | -32512 |
Avg Bars in Trades | 98 | 100 | 96 | 98 | 100 | 96 |
Avg Bars in Winners | 100 | 103 | 97 | 100 | 103 | 97 |
Avg Bars in Losers | 96 | 98 | 95 | 96 | 98 | 95 |
Bars Traded | 24522 | 12486 | 12036 | 24522 | 12486 | 12036 |
Profit Streak | 6.5103 | 0 | 14.6353 | 6.5103 | 0 | 14.6353 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306113 | -63418 | -75734 | -119689 | -174043 | -198884 |
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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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