Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85208.1773 | 53142.5568 | 32065.6205 | 74041.486 | 67524.4626 | 6517.0234 |
Total P&L (%) | 85.2082 | 53.1426 | 32.0656 | 74.0415 | 67.5245 | 6.517 |
Avg Daily Profit (%) | 0.3272 | 0.2041 | 0.1231 | 0.213 | 0.1983 | 0.0242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55094 | -27966 | -56557 | -104691 | -31726 | -114871 |
Profit Factor | 1.3817 | 1.4847 | 1.2822 | 1.1999 | 1.4153 | 1.0314 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 65.2893 | 60.6557 | 70 | 65.2893 | 60.6557 | 70 |
Ratio Avg Win / Avg Loss | 0.7346 | 0.9631 | 0.5495 | 0.6379 | 0.9181 | 0.442 |
Largest Winning Trade | 25658 | 25658 | 18900 | 34214 | 34214 | 21196 |
Largest Losing Trade | -32297 | -15189 | -32297 | -56064 | -27889 | -56064 |
Avg Bars in Trades | 202 | 207 | 196 | 202 | 207 | 196 |
Avg Bars in Winners | 157 | 182 | 135 | 157 | 182 | 135 |
Avg Bars in Losers | 286 | 246 | 340 | 286 | 246 | 340 |
Bars Traded | 24453 | 12654 | 11799 | 24453 | 12654 | 11799 |
Profit Streak | 3.1189 | 12.7752 | 3.1189 | 3.1189 | 12.7752 | 3.1189 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301314 | -154109 | -202271 | 222609 | -153624 | -682970 |
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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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