Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135573.2036 | 72892.218 | 62680.9856 | 128895.4428 | 74538.8231 | 54356.6197 |
Total P&L (%) | 135.5732 | 72.8922 | 62.681 | 128.8954 | 74.5388 | 54.3566 |
Avg Daily Profit (%) | 0.2603 | 0.14 | 0.1203 | 0.1591 | 0.107 | 0.0834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52561 | -31091 | -39346 | -110932 | -58722 | -97686 |
Profit Factor | 1.3882 | 1.4565 | 1.3307 | 1.2275 | 1.301 | 1.1704 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 60.1563 | 57.8125 | 62.5 | 60.1563 | 57.8125 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9195 | 1.0629 | 0.7984 | 0.813 | 0.9494 | 0.7022 |
Largest Winning Trade | 28113 | 24264 | 28113 | 43295 | 32891 | 43295 |
Largest Losing Trade | -32099 | -19910 | -32099 | -86336 | -26223 | -86336 |
Avg Bars in Trades | 189 | 201 | 177 | 189 | 201 | 177 |
Avg Bars in Winners | 159 | 178 | 141 | 159 | 178 | 141 |
Avg Bars in Losers | 236 | 233 | 238 | 236 | 233 | 238 |
Bars Traded | 24306 | 12926 | 11380 | 24306 | 12926 | 11380 |
Profit Streak | 9.9368 | 11.5826 | 9.9368 | 9.9368 | 11.5826 | 9.9368 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350047 | -142807 | -171690 | 283549 | -189367 | -254875 |
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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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