Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122692.0417 | 77321.9699 | 45370.0719 | 112842.437 | 61111.5698 | 51730.8672 |
Total P&L (%) | 122.692 | 77.322 | 45.3701 | 112.8424 | 61.1116 | 51.7309 |
Avg Daily Profit (%) | 0.4711 | 0.2969 | 0.1742 | 0.2905 | 0.1833 | 0.1602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63693 | -36305 | -47824 | -122376 | -56899 | -83697 |
Profit Factor | 1.339 | 1.4012 | 1.2681 | 1.1936 | 1.1945 | 1.1925 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 153 | 75 | 78 | 153 | 75 | 78 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 63.2231 | 61.9835 | 64.4628 | 63.2231 | 61.9835 | 64.4628 |
Ratio Avg Win / Avg Loss | 0.7789 | 0.8594 | 0.6991 | 0.6943 | 0.7327 | 0.6574 |
Largest Winning Trade | 53348 | 53348 | 24090 | 43435 | 43435 | 30078 |
Largest Losing Trade | -33822 | -33822 | -24342 | -44554 | -42707 | -44554 |
Avg Bars in Trades | 102 | 106 | 97 | 102 | 106 | 97 |
Avg Bars in Winners | 75 | 77 | 73 | 75 | 77 | 73 |
Avg Bars in Losers | 148 | 154 | 141 | 148 | 154 | 141 |
Bars Traded | 24738 | 12920 | 11818 | 24738 | 12920 | 11818 |
Profit Streak | 3.2682 | 3.2682 | 3.289 | 3.2682 | 3.2682 | 3.289 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366253 | 250943 | 133357 | 26056 | -1827 | -4589 |
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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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