Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63161.6027 | 34469.8059 | 28691.7968 | 49659.1079 | 80296.2574 | -30637.1495 |
Total P&L (%) | 63.1616 | 34.4698 | 28.6918 | 49.6591 | 80.2963 | -30.6371 |
Avg Daily Profit (%) | 0.2425 | 0.1324 | 0.1102 | 0.1549 | 0.2266 | -0.1404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62703 | -38916 | -54439 | -141955 | -56057 | -129425 |
Profit Factor | 1.2277 | 1.259 | 1.1988 | 1.0978 | 1.3925 | 0.8989 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 64.2424 | 62.6506 | 65.8537 | 64.2424 | 62.6506 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.6833 | 0.7506 | 0.6216 | 0.6111 | 0.8301 | 0.4661 |
Largest Winning Trade | 14960 | 14960 | 9167 | 23871 | 23871 | 14105 |
Largest Losing Trade | -20577 | -13963 | -20577 | -50199 | -23480 | -50199 |
Avg Bars in Trades | 148 | 120 | 177 | 148 | 120 | 177 |
Avg Bars in Winners | 89 | 68 | 109 | 89 | 68 | 109 |
Avg Bars in Losers | 254 | 207 | 306 | 254 | 207 | 306 |
Bars Traded | 24518 | 10003 | 14515 | 24518 | 10003 | 14515 |
Profit Streak | 8.2484 | 8.2484 | 17.7693 | 8.2484 | 8.2484 | 17.7693 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306407 | -19125 | -54612 | -105713 | 308751 | -582720 |
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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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