Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64436.2415 | 5435.276 | 59000.9655 | 55300.5197 | -8931.2606 | 64231.7803 |
Total P&L (%) | 64.4362 | 5.4353 | 59.001 | 55.3005 | -8.9313 | 64.2318 |
Avg Daily Profit (%) | 0.2474 | 0.0209 | 0.2266 | 0.1692 | -0.0359 | 0.1907 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34416 | -24961 | -25738 | -60458 | -46293 | -38685 |
Profit Factor | 1.2343 | 1.0338 | 1.5169 | 1.1346 | 0.9626 | 1.3736 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 62.5641 | 58.7629 | 66.3265 | 62.5641 | 58.7629 | 66.3265 |
Ratio Avg Win / Avg Loss | 0.7386 | 0.7255 | 0.7701 | 0.6789 | 0.6755 | 0.6974 |
Largest Winning Trade | 12362 | 12362 | 10493 | 16801 | 16801 | 14727 |
Largest Losing Trade | -18911 | -17238 | -18911 | -27844 | -21818 | -27844 |
Avg Bars in Trades | 126 | 126 | 126 | 126 | 126 | 126 |
Avg Bars in Winners | 77 | 73 | 80 | 77 | 73 | 80 |
Avg Bars in Losers | 208 | 201 | 215 | 208 | 201 | 215 |
Bars Traded | 24637 | 12276 | 12361 | 24637 | 12276 | 12361 |
Profit Streak | 2.8033 | 0 | 6.8658 | 2.8033 | 0 | 6.8658 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 201339 | -516329 | 313939 | -67846 | -581332 | 283934 |
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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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