Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91742.9328 | 11086.8714 | 80656.0613 | 47089.6274 | -21527.2086 | 68616.836 |
Total P&L (%) | 91.7429 | 11.0869 | 80.6561 | 47.0896 | -21.5272 | 68.6168 |
Avg Daily Profit (%) | 0.1761 | 0.0213 | 0.1549 | 0.0741 | -0.0465 | 0.1004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42009 | -52744 | -61573 | -76929 | -82354 | -76719 |
Profit Factor | 1.1986 | 1.042 | 1.408 | 1.0852 | 0.9322 | 1.2921 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 154 | 72 | 82 | 154 | 72 | 82 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 64.4351 | 60.5042 | 68.3333 | 64.4351 | 60.5042 | 68.3333 |
Ratio Avg Win / Avg Loss | 0.6616 | 0.6802 | 0.6525 | 0.599 | 0.6085 | 0.5988 |
Largest Winning Trade | 18442 | 10682 | 18442 | 18017 | 12503 | 18017 |
Largest Losing Trade | -30372 | -25072 | -30372 | -37322 | -37322 | -37021 |
Avg Bars in Trades | 102 | 107 | 98 | 102 | 107 | 98 |
Avg Bars in Winners | 64 | 59 | 68 | 64 | 59 | 68 |
Avg Bars in Losers | 171 | 180 | 161 | 171 | 180 | 161 |
Bars Traded | 24551 | 12784 | 11767 | 24551 | 12784 | 11767 |
Profit Streak | 13.1169 | 20.1169 | 13.1169 | 13.1169 | 20.1169 | 13.1169 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 264577 | -471311 | 305714 | -220370 | -579668 | -58532 |
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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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