Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104433.721 | 24908.9196 | 79524.8013 | 54887.4279 | 24997.4242 | 29890.0037 |
Total P&L (%) | 104.4337 | 24.9089 | 79.5248 | 54.8874 | 24.9974 | 29.89 |
Avg Daily Profit (%) | 0.401 | 0.0956 | 0.3054 | 0.1682 | 0.0857 | 0.1005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60964 | -44868 | -61322 | -134008 | -41288 | -137025 |
Profit Factor | 1.3301 | 1.1354 | 1.6005 | 1.1211 | 1.1095 | 1.1329 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 101 | 45 | 56 | 101 | 45 | 56 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 72.6619 | 65.2174 | 80 | 72.6619 | 65.2174 | 80 |
Ratio Avg Win / Avg Loss | 0.5004 | 0.6056 | 0.4001 | 0.4218 | 0.5918 | 0.2832 |
Largest Winning Trade | 32156 | 32156 | 15844 | 26063 | 26063 | 18599 |
Largest Losing Trade | -48036 | -40489 | -48036 | -102661 | -42253 | -102661 |
Avg Bars in Trades | 176 | 184 | 168 | 176 | 184 | 168 |
Avg Bars in Winners | 108 | 105 | 110 | 108 | 105 | 110 |
Avg Bars in Losers | 357 | 331 | 401 | 357 | 331 | 401 |
Bars Traded | 24510 | 12716 | 11794 | 24510 | 12716 | 11794 |
Profit Streak | 7.9844 | 7.9844 | 20.5782 | 7.9844 | 7.9844 | 20.5782 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414070 | -242091 | -81308 | -79066 | -283756 | -228091 |
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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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