Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123850.3425 | 80978.6135 | 42871.729 | 118260.7958 | 94906.3375 | 23354.4583 |
Total P&L (%) | 123.8503 | 80.9786 | 42.8717 | 118.2608 | 94.9063 | 23.3545 |
Avg Daily Profit (%) | 0.4651 | 0.3041 | 0.161 | 0.2935 | 0.2509 | 0.0788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38915 | -35987 | -67241 | -61946 | -31314 | -106616 |
Profit Factor | 1.4058 | 1.6175 | 1.2463 | 1.3203 | 1.6542 | 1.1042 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 41.2698 | 42.8571 | 39.6825 | 41.2698 | 42.8571 | 39.6825 |
Ratio Avg Win / Avg Loss | 2.0006 | 2.1566 | 1.8944 | 1.8789 | 2.2056 | 1.6784 |
Largest Winning Trade | 41880 | 41880 | 28290 | 53193 | 53193 | 38736 |
Largest Losing Trade | -21317 | -11295 | -21317 | -34872 | -11295 | -34872 |
Avg Bars in Trades | 98 | 99 | 98 | 98 | 99 | 98 |
Avg Bars in Winners | 150 | 144 | 156 | 150 | 144 | 156 |
Avg Bars in Losers | 62 | 66 | 59 | 62 | 66 | 59 |
Bars Traded | 12462 | 6276 | 6186 | 12462 | 6276 | 6186 |
Profit Streak | 287.141 | 287.141 | 289.6826 | 287.141 | 287.141 | 289.6826 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311001 | -138951 | -144811 | 239411 | -139335 | -348116 |
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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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