Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97066.2477 | 20006.0391 | 77060.2086 | 103572.9579 | 3411.1339 | 100161.824 |
Total P&L (%) | 97.0662 | 20.006 | 77.0602 | 103.573 | 3.4111 | 100.1618 |
Avg Daily Profit (%) | 0.3727 | 0.0768 | 0.2959 | 0.2733 | 0.0129 | 0.2668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39336 | -23369 | -30964 | -107917 | -57979 | -72320 |
Profit Factor | 1.3383 | 1.1219 | 1.6273 | 1.1701 | 1.0099 | 1.3787 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 123 | 58 | 65 | 123 | 58 | 65 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 58.8517 | 55.2381 | 62.5 | 58.8517 | 55.2381 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9357 | 0.9091 | 0.9764 | 0.8181 | 0.8184 | 0.8272 |
Largest Winning Trade | 14625 | 14625 | 12201 | 25941 | 25941 | 24195 |
Largest Losing Trade | -25532 | -15203 | -25532 | -58860 | -36918 | -58860 |
Avg Bars in Trades | 117 | 117 | 116 | 117 | 117 | 116 |
Avg Bars in Winners | 82 | 70 | 92 | 82 | 70 | 92 |
Avg Bars in Losers | 167 | 175 | 157 | 167 | 175 | 157 |
Bars Traded | 24489 | 12323 | 12166 | 24489 | 12323 | 12166 |
Profit Streak | 1.6853 | 3.5915 | 0 | 1.6853 | 3.5915 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 224653 | -186935 | 312901 | -28301 | -554292 | 253377 |
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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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