Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99244.5756 | 10983.2154 | 88261.3602 | 61637.3595 | -327.511 | 61964.8705 |
Total P&L (%) | 99.2446 | 10.9832 | 88.2614 | 61.6374 | -0.3275 | 61.9649 |
Avg Daily Profit (%) | 0.1906 | 0.0211 | 0.1695 | 0.0922 | -0.0006 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93402 | -68085 | -50866 | -117610 | -84171 | -63159 |
Profit Factor | 1.3464 | 1.0701 | 1.6799 | 1.2014 | 0.998 | 1.4289 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 66.6667 | 63.9344 | 69.3548 | 66.6667 | 63.9344 | 69.3548 |
Ratio Avg Win / Avg Loss | 0.6732 | 0.6036 | 0.7423 | 0.6007 | 0.563 | 0.6314 |
Largest Winning Trade | 16531 | 14944 | 16531 | 17612 | 16355 | 17612 |
Largest Losing Trade | -41884 | -35691 | -41884 | -50735 | -27394 | -50735 |
Avg Bars in Trades | 199 | 231 | 168 | 199 | 231 | 168 |
Avg Bars in Winners | 120 | 130 | 111 | 120 | 130 | 111 |
Avg Bars in Losers | 358 | 410 | 298 | 358 | 410 | 298 |
Bars Traded | 24590 | 14127 | 10463 | 24590 | 14127 | 10463 |
Profit Streak | 11.5043 | 21.9627 | 11.5043 | 11.5043 | 21.9627 | 11.5043 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332957 | -604372 | -143843 | -69556 | -740174 | -222241 |
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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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