Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93223.8138 | 49994.9709 | 43228.8429 | 44196.8383 | 84522.7503 | -40325.912 |
Total P&L (%) | 93.2238 | 49.995 | 43.2288 | 44.1968 | 84.5228 | -40.3259 |
Avg Daily Profit (%) | 0.358 | 0.192 | 0.166 | 0.1406 | 0.2355 | -0.1981 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93452 | -16587 | -83860 | -299039 | -47966 | -286783 |
Profit Factor | 1.3411 | 1.5662 | 1.2337 | 1.0591 | 1.3905 | 0.9241 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 57.3529 | 57.3529 | 57.3529 | 57.3529 | 57.3529 | 57.3529 |
Ratio Avg Win / Avg Loss | 0.9972 | 1.1646 | 0.9174 | 0.7875 | 1.0339 | 0.6872 |
Largest Winning Trade | 24456 | 24456 | 21006 | 50372 | 44408 | 50372 |
Largest Losing Trade | -48626 | -11412 | -48626 | -179325 | -28665 | -179325 |
Avg Bars in Trades | 179 | 74 | 284 | 179 | 74 | 284 |
Avg Bars in Winners | 138 | 71 | 205 | 138 | 71 | 205 |
Avg Bars in Losers | 234 | 77 | 391 | 234 | 77 | 391 |
Bars Traded | 24417 | 5050 | 19367 | 24417 | 5050 | 19367 |
Profit Streak | 11.9967 | 25.2675 | 11.9967 | 11.9967 | 25.2675 | 11.9967 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328614 | -100110 | -105129 | -162846 | -99478 | -689314 |
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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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