Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70275.0342 | 32800.7974 | 37474.2368 | 38030.4266 | 10040.0256 | 27990.4011 |
Total P&L (%) | 70.275 | 32.8008 | 37.4742 | 38.0304 | 10.04 | 27.9904 |
Avg Daily Profit (%) | 0.2699 | 0.126 | 0.1439 | 0.1238 | 0.0367 | 0.0948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74867 | -68458 | -23921 | -147441 | -110200 | -49548 |
Profit Factor | 1.221 | 1.1432 | 1.4211 | 1.0855 | 1.0324 | 1.2075 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 104 | 57 | 47 | 104 | 57 | 47 |
Profitability (%) | 48.7685 | 44.1176 | 53.4653 | 48.7685 | 44.1176 | 53.4653 |
Ratio Avg Win / Avg Loss | 1.2827 | 1.4481 | 1.2369 | 1.1403 | 1.3077 | 1.0509 |
Largest Winning Trade | 38554 | 38554 | 8360 | 52962 | 52962 | 10940 |
Largest Losing Trade | -21883 | -21883 | -6807 | -24867 | -24867 | -17234 |
Avg Bars in Trades | 122 | 204 | 39 | 122 | 204 | 39 |
Avg Bars in Winners | 129 | 231 | 44 | 129 | 231 | 44 |
Avg Bars in Losers | 115 | 182 | 34 | 115 | 182 | 34 |
Bars Traded | 24802 | 20810 | 3992 | 24802 | 20810 | 3992 |
Profit Streak | 8.1044 | 8.1356 | 8.1044 | 8.1044 | 8.1356 | 8.1044 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311641 | -93112 | -2664 | -155728 | -495644 | -70266 |
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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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