Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128869.8605 | 70153.7145 | 58716.146 | 143243.0377 | 52033.1502 | 91209.8875 |
Total P&L (%) | 128.8699 | 70.1537 | 58.7161 | 143.243 | 52.0332 | 91.2099 |
Avg Daily Profit (%) | 0.2474 | 0.1347 | 0.1127 | 0.1708 | 0.0805 | 0.1245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65679 | -43836 | -36429 | -161203 | -116724 | -73225 |
Profit Factor | 1.4342 | 1.4351 | 1.4331 | 1.2331 | 1.1564 | 1.3236 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 52.0661 | 52.459 | 51.6667 | 52.0661 | 52.459 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.3204 | 1.3005 | 1.3407 | 1.1352 | 1.048 | 1.2382 |
Largest Winning Trade | 21394 | 19724 | 21394 | 50560 | 31766 | 50560 |
Largest Losing Trade | -28976 | -22522 | -28976 | -61020 | -46816 | -61020 |
Avg Bars in Trades | 198 | 216 | 180 | 198 | 216 | 180 |
Avg Bars in Winners | 180 | 187 | 173 | 180 | 187 | 173 |
Avg Bars in Losers | 217 | 248 | 187 | 217 | 248 | 187 |
Bars Traded | 24019 | 13201 | 10818 | 24019 | 13201 | 10818 |
Profit Streak | 13.6165 | 23.4082 | 0 | 13.6165 | 23.4082 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343848 | -172767 | -211879 | 276034 | -295652 | -196067 |
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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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