Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61754.4589 | -12802.1039 | 74556.5628 | 44465.7096 | -26041.7251 | 70507.4347 |
Total P&L (%) | 61.7545 | -12.8021 | 74.5566 | 44.4657 | -26.0417 | 70.5074 |
Avg Daily Profit (%) | 0.2371 | -0.0492 | 0.2863 | 0.1414 | -0.1158 | 0.2051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66859 | -34109 | -39408 | -78552 | -42098 | -46157 |
Profit Factor | 1.1944 | 0.9297 | 1.55 | 1.1223 | 0.8763 | 1.4604 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 132 | 61 | 71 | 132 | 61 | 71 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 56.1702 | 52.1368 | 60.1695 | 56.1702 | 52.1368 | 60.1695 |
Ratio Avg Win / Avg Loss | 0.932 | 0.8535 | 1.026 | 0.8757 | 0.8045 | 0.9667 |
Largest Winning Trade | 33918 | 10321 | 33918 | 36589 | 12635 | 36589 |
Largest Losing Trade | -17912 | -16101 | -17912 | -21943 | -16832 | -21943 |
Avg Bars in Trades | 105 | 106 | 104 | 105 | 106 | 104 |
Avg Bars in Winners | 79 | 80 | 79 | 79 | 80 | 79 |
Avg Bars in Losers | 138 | 134 | 143 | 138 | 134 | 143 |
Bars Traded | 24766 | 12403 | 12363 | 24766 | 12403 | 12363 |
Profit Streak | 7.6858 | 7.6858 | 8.0192 | 7.6858 | 7.6858 | 8.0192 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 51979 | -580530 | 406910 | -91474 | -580530 | 302217 |
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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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