Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117333.4561 | 72317.6506 | 45015.8056 | 97815.9291 | 86312.3573 | 11503.5718 |
Total P&L (%) | 117.3335 | 72.3177 | 45.0158 | 97.8159 | 86.3124 | 11.5036 |
Avg Daily Profit (%) | 0.2253 | 0.1389 | 0.0864 | 0.1311 | 0.1195 | 0.0209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76594 | -50415 | -68426 | -66523 | -41931 | -55829 |
Profit Factor | 1.3818 | 1.5811 | 1.2461 | 1.3301 | 1.8783 | 1.0581 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 65.8537 | 65.5738 | 66.129 | 65.8537 | 65.5738 | 66.129 |
Ratio Avg Win / Avg Loss | 0.7165 | 0.8301 | 0.6383 | 0.6897 | 0.9861 | 0.542 |
Largest Winning Trade | 20696 | 15685 | 20696 | 17600 | 17133 | 17600 |
Largest Losing Trade | -33994 | -24156 | -33994 | -55829 | -20348 | -55829 |
Avg Bars in Trades | 200 | 210 | 190 | 200 | 210 | 190 |
Avg Bars in Winners | 143 | 165 | 122 | 143 | 165 | 122 |
Avg Bars in Losers | 310 | 297 | 322 | 310 | 297 | 322 |
Bars Traded | 24683 | 12870 | 11813 | 24683 | 12870 | 11813 |
Profit Streak | 0 | 43.0668 | 0 | 0 | 43.0668 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308402 | -166197 | -233911 | -17641 | -191286 | -594878 |
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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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