Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131459.0896 | 71952.4369 | 59506.6527 | 195410.716 | 138998.5834 | 56412.1326 |
Total P&L (%) | 131.4591 | 71.9524 | 59.5067 | 195.4107 | 138.9986 | 56.4121 |
Avg Daily Profit (%) | 0.9464 | 0.518 | 0.4284 | 0.7828 | 0.6292 | 0.3225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32120 | -17786 | -34820 | -66720 | -17934 | -73527 |
Profit Factor | 1.8239 | 2.1471 | 1.6145 | 1.7322 | 2.7853 | 1.2985 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 72.5806 | 70.9677 | 74.1935 | 72.5806 | 70.9677 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.689 | 0.8783 | 0.5616 | 0.6544 | 1.1395 | 0.4516 |
Largest Winning Trade | 15865 | 15865 | 12863 | 25020 | 25020 | 20707 |
Largest Losing Trade | -30638 | -13326 | -30638 | -66720 | -15049 | -66720 |
Avg Bars in Trades | 104 | 102 | 106 | 104 | 102 | 106 |
Avg Bars in Winners | 80 | 81 | 79 | 80 | 81 | 79 |
Avg Bars in Losers | 168 | 155 | 183 | 168 | 155 | 183 |
Bars Traded | 12995 | 6381 | 6614 | 12995 | 6381 | 6614 |
Profit Streak | 142.6177 | 158.076 | 142.6177 | 142.6177 | 158.076 | 142.6177 |
Trades During Streak | 5 | 9 | 2 | 5 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 602117 | -140068 | -142711 | 585895 | -136219 | -145693 |
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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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