Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31771.9676 | 10745.029 | 21026.9385 | 32817.0091 | 8163.2327 | 24653.7764 |
Total P&L (%) | 31.772 | 10.745 | 21.0269 | 32.817 | 8.1632 | 24.6538 |
Avg Daily Profit (%) | 0.6101 | 0.2063 | 0.4037 | 0.5464 | 0.1508 | 0.424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24423 | -22557 | -14165 | -35302 | -32235 | -18288 |
Profit Factor | 1.283 | 1.1739 | 1.4165 | 1.2191 | 1.0983 | 1.3692 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 130 | 62 | 68 | 130 | 62 | 68 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 55.0847 | 52.5424 | 57.6271 | 55.0847 | 52.5424 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.0461 | 1.0603 | 1.0416 | 0.994 | 0.9921 | 1.0068 |
Largest Winning Trade | 5029 | 5029 | 3285 | 5985 | 5985 | 4838 |
Largest Losing Trade | -9326 | -9326 | -6277 | -14064 | -14064 | -7868 |
Avg Bars in Trades | 99 | 102 | 97 | 99 | 102 | 97 |
Avg Bars in Winners | 79 | 67 | 90 | 79 | 67 | 90 |
Avg Bars in Losers | 124 | 141 | 105 | 124 | 141 | 105 |
Bars Traded | 23554 | 12092 | 11462 | 23554 | 12092 | 11462 |
Profit Streak | 15.9885 | 16.6239 | 15.9885 | 15.9885 | 16.6239 | 15.9885 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326129 | -164671 | 126040 | 235837 | -273081 | 208912 |
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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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