Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103219.083 | 57495.6504 | 45723.4326 | 74023.2053 | 74441.1236 | -417.9184 |
Total P&L (%) | 103.2191 | 57.4957 | 45.7234 | 74.0232 | 74.4411 | -0.4179 |
Avg Daily Profit (%) | 0.3964 | 0.2208 | 0.1756 | 0.213 | 0.2139 | -0.0016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71433 | -35466 | -70965 | -172531 | -64344 | -167491 |
Profit Factor | 1.2538 | 1.2936 | 1.2168 | 1.0945 | 1.2041 | 0.999 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 168 | 79 | 89 | 168 | 79 | 89 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 62.9213 | 58.9552 | 66.9173 | 62.9213 | 58.9552 | 66.9173 |
Ratio Avg Win / Avg Loss | 0.7388 | 0.9006 | 0.6016 | 0.645 | 0.8383 | 0.4939 |
Largest Winning Trade | 16516 | 16516 | 14778 | 25630 | 25630 | 19706 |
Largest Losing Trade | -47394 | -27261 | -47394 | -110283 | -34839 | -110283 |
Avg Bars in Trades | 91 | 100 | 83 | 91 | 100 | 83 |
Avg Bars in Winners | 70 | 79 | 63 | 70 | 79 | 63 |
Avg Bars in Losers | 127 | 129 | 124 | 127 | 129 | 124 |
Bars Traded | 24517 | 13427 | 11090 | 24517 | 13427 | 11090 |
Profit Streak | 3.5937 | 5.6562 | 3.5937 | 3.5937 | 5.6562 | 3.5937 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338750 | 236329 | 129893 | -108496 | 244515 | -580777 |
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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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