Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107540.9135 | 32656.0038 | 74884.9097 | 86886.7529 | -6762.9971 | 93649.7499 |
Total P&L (%) | 107.5409 | 32.656 | 74.8849 | 86.8868 | -6.763 | 93.6498 |
Avg Daily Profit (%) | 0.2065 | 0.0627 | 0.1438 | 0.1201 | -0.0134 | 0.127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72548 | -54438 | -50318 | -217511 | -139311 | -99542 |
Profit Factor | 1.2469 | 1.1358 | 1.3839 | 1.1038 | 0.9855 | 1.2519 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Losing Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Profitability (%) | 53.7255 | 53.5433 | 53.9063 | 53.7255 | 53.5433 | 53.9063 |
Ratio Avg Win / Avg Loss | 1.074 | 0.9855 | 1.1833 | 0.9507 | 0.855 | 1.0705 |
Largest Winning Trade | 28949 | 28949 | 20058 | 48569 | 38954 | 48569 |
Largest Losing Trade | -25659 | -14256 | -25659 | -49352 | -49352 | -29903 |
Avg Bars in Trades | 95 | 101 | 90 | 95 | 101 | 90 |
Avg Bars in Winners | 87 | 84 | 90 | 87 | 84 | 90 |
Avg Bars in Losers | 105 | 120 | 89 | 105 | 120 | 89 |
Bars Traded | 24395 | 12868 | 11527 | 24395 | 12868 | 11527 |
Profit Streak | 3.6347 | 3.718 | 3.6347 | 3.6347 | 3.718 | 3.6347 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309017 | -185677 | -1337 | -139529 | -581585 | -24557 |
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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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