Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107330.9495 | 50323.5558 | 57007.3937 | 162034.2391 | 62055.229 | 99979.0101 |
Total P&L (%) | 107.3309 | 50.3236 | 57.0074 | 162.0342 | 62.0552 | 99.979 |
Avg Daily Profit (%) | 0.2338 | 0.1096 | 0.1242 | 0.2101 | 0.1052 | 0.1511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21597 | -14406 | -21597 | -45412 | -43167 | -45412 |
Profit Factor | 1.9608 | 2.3316 | 1.7712 | 1.7275 | 1.7444 | 1.7174 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 79.0323 | 79.0323 | 79.0323 | 79.0323 | 79.0323 | 79.0323 |
Ratio Avg Win / Avg Loss | 0.5202 | 0.6186 | 0.4699 | 0.4583 | 0.4628 | 0.4556 |
Largest Winning Trade | 13806 | 7283 | 13806 | 36350 | 14706 | 36350 |
Largest Losing Trade | -21597 | -14406 | -21597 | -45412 | -43167 | -45412 |
Avg Bars in Trades | 84 | 49 | 119 | 84 | 49 | 119 |
Avg Bars in Winners | 57 | 36 | 78 | 57 | 36 | 78 |
Avg Bars in Losers | 187 | 98 | 275 | 187 | 98 | 275 |
Bars Traded | 10482 | 3064 | 7418 | 10482 | 3064 | 7418 |
Profit Streak | 596.7477 | 0 | 603.2477 | 596.7477 | 0 | 603.2477 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469631 | -197480 | -177745 | 446121 | -203701 | -142543 |
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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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