Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126892.1817 | 60874.089 | 66018.0927 | 174797.04 | 129578.7643 | 45218.2758 |
Total P&L (%) | 126.8922 | 60.8741 | 66.0181 | 174.797 | 129.5788 | 45.2183 |
Avg Daily Profit (%) | 0.4873 | 0.2338 | 0.2535 | 0.3889 | 0.3196 | 0.1434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41899 | -28186 | -32524 | -78560 | -45507 | -67053 |
Profit Factor | 1.5802 | 1.5717 | 1.5883 | 1.4389 | 1.7303 | 1.2047 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 51.1628 | 45.3125 | 56.9231 | 51.1628 | 45.3125 | 56.9231 |
Ratio Avg Win / Avg Loss | 1.5084 | 1.8968 | 1.202 | 1.3734 | 2.0883 | 0.9117 |
Largest Winning Trade | 21350 | 16644 | 21350 | 33797 | 33797 | 22965 |
Largest Losing Trade | -19032 | -12473 | -19032 | -38985 | -18166 | -38985 |
Avg Bars in Trades | 192 | 211 | 173 | 192 | 211 | 173 |
Avg Bars in Winners | 221 | 255 | 195 | 221 | 255 | 195 |
Avg Bars in Losers | 161 | 175 | 145 | 161 | 175 | 145 |
Bars Traded | 24825 | 13535 | 11290 | 24825 | 13535 | 11290 |
Profit Streak | 1.9871 | 0 | 2.0704 | 1.9871 | 0 | 2.0704 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359825 | -132520 | -124529 | 258465 | -130753 | -139773 |
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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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