Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82108.4704 | 43002.6417 | 39105.8287 | 14413.9812 | 34793.5533 | -20379.5721 |
Total P&L (%) | 82.1085 | 43.0026 | 39.1058 | 14.414 | 34.7936 | -20.3796 |
Avg Daily Profit (%) | 0.3153 | 0.1651 | 0.1502 | 0.0517 | 0.1147 | -0.0875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98244 | -28004 | -97506 | -276088 | -61471 | -267360 |
Profit Factor | 1.2198 | 1.282 | 1.1769 | 1.0177 | 1.1128 | 0.9597 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 140 | 66 | 74 | 140 | 66 | 74 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 64.8148 | 61.1111 | 68.5185 | 64.8148 | 61.1111 | 68.5185 |
Ratio Avg Win / Avg Loss | 0.6622 | 0.8158 | 0.5407 | 0.5525 | 0.7081 | 0.4409 |
Largest Winning Trade | 25064 | 15826 | 25064 | 47515 | 32363 | 47515 |
Largest Losing Trade | -49652 | -14637 | -49652 | -118638 | -39560 | -118638 |
Avg Bars in Trades | 112 | 71 | 152 | 112 | 71 | 152 |
Avg Bars in Winners | 74 | 52 | 93 | 74 | 52 | 93 |
Avg Bars in Losers | 181 | 100 | 281 | 181 | 100 | 281 |
Bars Traded | 24227 | 7703 | 16523 | 24227 | 7703 | 16523 |
Profit Streak | 6.7501 | 6.8022 | 6.7501 | 6.7501 | 6.8022 | 6.7501 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351441 | 166030 | -21041 | -351794 | -139732 | -579074 |
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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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