Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124648.9668 | 83208.096 | 41440.8708 | 116634.9503 | 118525.3684 | -1890.4181 |
Total P&L (%) | 124.649 | 83.2081 | 41.4409 | 116.635 | 118.5254 | -1.8904 |
Avg Daily Profit (%) | 0.2393 | 0.1598 | 0.0796 | 0.1485 | 0.1502 | -0.0037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60488 | -48766 | -58805 | -92318 | -52516 | -82888 |
Profit Factor | 1.289 | 1.4205 | 1.1775 | 1.1905 | 1.4529 | 0.9946 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 52.2613 | 50.5051 | 54 | 52.2613 | 50.5051 | 54 |
Ratio Avg Win / Avg Loss | 1.1774 | 1.3921 | 1.0031 | 1.0875 | 1.4238 | 0.8473 |
Largest Winning Trade | 19924 | 16900 | 19924 | 31975 | 19333 | 31975 |
Largest Losing Trade | -21389 | -21389 | -20868 | -47025 | -26625 | -47025 |
Avg Bars in Trades | 123 | 121 | 124 | 123 | 121 | 124 |
Avg Bars in Winners | 117 | 120 | 114 | 117 | 120 | 114 |
Avg Bars in Losers | 129 | 122 | 136 | 129 | 122 | 136 |
Bars Traded | 24477 | 12019 | 12458 | 24477 | 12019 | 12458 |
Profit Streak | 6.7632 | 34.4507 | 6.7632 | 6.7632 | 34.4507 | 6.7632 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356388 | 318187 | -113742 | -3812 | 322381 | -580429 |
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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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