Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97557.8055 | 10795.793 | 86762.0126 | 53440.7643 | -4054.2372 | 57495.0016 |
Total P&L (%) | 97.5578 | 10.7958 | 86.762 | 53.4408 | -4.0542 | 57.495 |
Avg Daily Profit (%) | 0.1873 | 0.0207 | 0.1666 | 0.0822 | -0.0079 | 0.0873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54084 | -72875 | -51933 | -70507 | -67255 | -59368 |
Profit Factor | 1.2147 | 1.0453 | 1.4016 | 1.1196 | 0.9826 | 1.2694 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Losing Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Profitability (%) | 52.439 | 52.8455 | 52.0325 | 52.439 | 52.8455 | 52.0325 |
Ratio Avg Win / Avg Loss | 1.1017 | 0.9327 | 1.2921 | 1.0155 | 0.8768 | 1.1702 |
Largest Winning Trade | 25873 | 25873 | 16487 | 17745 | 17745 | 14975 |
Largest Losing Trade | -25854 | -24802 | -25854 | -31347 | -31347 | -29818 |
Avg Bars in Trades | 100 | 113 | 87 | 100 | 113 | 87 |
Avg Bars in Winners | 74 | 73 | 74 | 74 | 73 | 74 |
Avg Bars in Losers | 129 | 157 | 101 | 129 | 157 | 101 |
Bars Traded | 24678 | 13917 | 10761 | 24678 | 13917 | 10761 |
Profit Streak | 4.4305 | 4.4305 | 5.243 | 4.4305 | 4.4305 | 5.243 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315192 | -478813 | 295886 | -171516 | -581023 | -77230 |
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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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