Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95435.539 | 21477.8865 | 73957.6525 | 100566.1506 | -480.7037 | 101046.8543 |
Total P&L (%) | 95.4355 | 21.4779 | 73.9577 | 100.5662 | -0.4807 | 101.0469 |
Avg Daily Profit (%) | 0.3665 | 0.0825 | 0.284 | 0.2676 | -0.0019 | 0.2685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57514 | -29100 | -35771 | -165672 | -91670 | -99895 |
Profit Factor | 1.338 | 1.1341 | 1.6055 | 1.1447 | 0.9988 | 1.3351 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 119 | 56 | 63 | 119 | 56 | 63 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 61.3402 | 57.732 | 64.9485 | 61.3402 | 57.732 | 64.9485 |
Ratio Avg Win / Avg Loss | 0.8433 | 0.8303 | 0.8664 | 0.7214 | 0.7312 | 0.7205 |
Largest Winning Trade | 14987 | 14987 | 12967 | 27841 | 27841 | 24822 |
Largest Losing Trade | -26300 | -16157 | -26300 | -75603 | -50357 | -75603 |
Avg Bars in Trades | 125 | 125 | 125 | 125 | 125 | 125 |
Avg Bars in Winners | 89 | 85 | 93 | 89 | 85 | 93 |
Avg Bars in Losers | 182 | 181 | 183 | 182 | 181 | 183 |
Bars Traded | 24384 | 12211 | 12173 | 24384 | 12211 | 12173 |
Profit Streak | 2.8004 | 4.3733 | 0 | 2.8004 | 4.3733 | 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 | 268123 | -164036 | 328488 | -55117 | -581338 | 265065 |
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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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