Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122111.2333 | 76202.981 | 45908.2523 | 29960.9111 | -2058.339 | 32019.2502 |
Total P&L (%) | 122.1112 | 76.203 | 45.9083 | 29.9609 | -2.0583 | 32.0193 |
Avg Daily Profit (%) | 0.2345 | 0.1463 | 0.0881 | 0.0503 | -0.004 | 0.0533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78982 | -69049 | -59720 | -137251 | -132739 | -102188 |
Profit Factor | 1.3187 | 1.3903 | 1.2443 | 1.0538 | 0.9932 | 1.1268 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 68.0412 | 62.5 | 73.4694 | 68.0412 | 62.5 | 73.4694 |
Ratio Avg Win / Avg Loss | 0.6194 | 0.8342 | 0.4493 | 0.495 | 0.5959 | 0.4069 |
Largest Winning Trade | 23216 | 23216 | 22741 | 33655 | 22986 | 33655 |
Largest Losing Trade | -52343 | -41714 | -52343 | -80696 | -80696 | -74333 |
Avg Bars in Trades | 252 | 286 | 219 | 252 | 286 | 219 |
Avg Bars in Winners | 127 | 120 | 132 | 127 | 120 | 132 |
Avg Bars in Losers | 520 | 563 | 461 | 520 | 563 | 461 |
Bars Traded | 24523 | 13753 | 10770 | 24523 | 13753 | 10770 |
Profit Streak | 12.0707 | 18.4249 | 12.0707 | 12.0707 | 18.4249 | 12.0707 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354208 | 106094 | -75709 | -288411 | -579075 | -204112 |
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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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