Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88050.2439 | 18855.8972 | 69194.3467 | 91415.1812 | -1834.4834 | 93249.6647 |
Total P&L (%) | 88.0502 | 18.8559 | 69.1943 | 91.4152 | -1.8345 | 93.2497 |
Avg Daily Profit (%) | 0.3381 | 0.0724 | 0.2657 | 0.2496 | -0.0071 | 0.2533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43256 | -25100 | -29416 | -117104 | -74859 | -68578 |
Profit Factor | 1.3091 | 1.1191 | 1.5469 | 1.1521 | 0.9946 | 1.3599 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 63.0542 | 60.396 | 65.6863 | 63.0542 | 60.396 | 65.6863 |
Ratio Avg Win / Avg Loss | 0.7671 | 0.7338 | 0.8081 | 0.6751 | 0.6522 | 0.7104 |
Largest Winning Trade | 12723 | 12723 | 12668 | 22465 | 22465 | 18113 |
Largest Losing Trade | -20383 | -16700 | -20383 | -45214 | -42677 | -45214 |
Avg Bars in Trades | 121 | 122 | 120 | 121 | 122 | 120 |
Avg Bars in Winners | 80 | 79 | 81 | 80 | 79 | 81 |
Avg Bars in Losers | 190 | 186 | 195 | 190 | 186 | 195 |
Bars Traded | 24621 | 12322 | 12299 | 24621 | 12322 | 12299 |
Profit Streak | 4.7393 | 4.7393 | 7.2706 | 4.7393 | 4.7393 | 7.2706 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360022 | -194972 | 360957 | -44106 | -580639 | 317937 |
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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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