Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88092.2666 | 14757.8727 | 73334.394 | 106855.472 | 23150.9896 | 83704.4824 |
Total P&L (%) | 88.0923 | 14.7579 | 73.3344 | 106.8555 | 23.151 | 83.7045 |
Avg Daily Profit (%) | 0.3383 | 0.0567 | 0.2816 | 0.2795 | 0.08 | 0.2338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33257 | -32997 | -13700 | -33770 | -33676 | -18417 |
Profit Factor | 1.5152 | 1.1281 | 2.315 | 1.5014 | 1.1698 | 2.0904 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 69.4215 | 66.6667 | 72.1311 | 69.4215 | 66.6667 | 72.1311 |
Ratio Avg Win / Avg Loss | 0.6674 | 0.564 | 0.8945 | 0.6613 | 0.5849 | 0.8077 |
Largest Winning Trade | 8627 | 8627 | 7327 | 12761 | 12761 | 12456 |
Largest Losing Trade | -28698 | -28698 | -10268 | -29192 | -29192 | -15471 |
Avg Bars in Trades | 198 | 208 | 189 | 198 | 208 | 189 |
Avg Bars in Winners | 111 | 110 | 112 | 111 | 110 | 112 |
Avg Bars in Losers | 396 | 403 | 388 | 396 | 403 | 388 |
Bars Traded | 24053 | 12496 | 11557 | 24053 | 12496 | 11557 |
Profit Streak | 12.4098 | 30.2223 | 12.4098 | 12.4098 | 30.2223 | 12.4098 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398234 | -383158 | -149641 | 377115 | -293211 | -150483 |
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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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