Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100504.3038 | 74692.5867 | 25811.7171 | 93960.2126 | 121549.4707 | -27589.2581 |
Total P&L (%) | 100.5043 | 74.6926 | 25.8117 | 93.9602 | 121.5495 | -27.5893 |
Avg Daily Profit (%) | 0.3859 | 0.2868 | 0.0991 | 0.2547 | 0.3059 | -0.1239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43265 | -19737 | -76703 | -154434 | -58029 | -224965 |
Profit Factor | 1.2789 | 1.4608 | 1.1302 | 1.101 | 1.2963 | 0.9469 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 179 | 93 | 86 | 179 | 93 | 86 |
Losing Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Profitability (%) | 73.9669 | 76.8595 | 71.0744 | 73.9669 | 76.8595 | 71.0744 |
Ratio Avg Win / Avg Loss | 0.4501 | 0.4398 | 0.46 | 0.3875 | 0.3903 | 0.3854 |
Largest Winning Trade | 9137 | 9137 | 8902 | 23365 | 23365 | 22346 |
Largest Losing Trade | -36613 | -17231 | -36613 | -103831 | -38533 | -103831 |
Avg Bars in Trades | 101 | 99 | 103 | 101 | 99 | 103 |
Avg Bars in Winners | 51 | 51 | 52 | 51 | 51 | 52 |
Avg Bars in Losers | 240 | 257 | 227 | 240 | 257 | 227 |
Bars Traded | 24481 | 12001 | 12480 | 24481 | 12001 | 12480 |
Profit Streak | 4.9032 | 4.9032 | 8.9449 | 4.9032 | 4.9032 | 8.9449 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416498 | 378733 | -140893 | -98889 | 348430 | -578557 |
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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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