Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94529.4693 | 24232.9142 | 70296.5552 | 47784.2608 | -9391.56 | 57175.8208 |
Total P&L (%) | 94.5295 | 24.2329 | 70.2966 | 47.7843 | -9.3916 | 57.1758 |
Avg Daily Profit (%) | 0.363 | 0.0931 | 0.2699 | 0.1501 | -0.0379 | 0.1738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171714 | -78337 | -103117 | -319077 | -166365 | -188298 |
Profit Factor | 1.1909 | 1.096 | 1.2895 | 1.0568 | 0.9788 | 1.1438 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 193 | 91 | 102 | 193 | 91 | 102 |
Losing Trades | 149 | 80 | 69 | 149 | 80 | 69 |
Profitability (%) | 56.4327 | 53.2164 | 59.6491 | 56.4327 | 53.2164 | 59.6491 |
Ratio Avg Win / Avg Loss | 0.9194 | 0.9635 | 0.8723 | 0.8159 | 0.8605 | 0.7738 |
Largest Winning Trade | 53143 | 33548 | 53143 | 35033 | 33868 | 35033 |
Largest Losing Trade | -36787 | -15850 | -36787 | -99395 | -54423 | -99395 |
Avg Bars in Trades | 72 | 71 | 73 | 72 | 71 | 73 |
Avg Bars in Winners | 53 | 50 | 55 | 53 | 50 | 55 |
Avg Bars in Losers | 96 | 95 | 98 | 96 | 95 | 98 |
Bars Traded | 24729 | 12196 | 12533 | 24729 | 12196 | 12533 |
Profit Streak | 8.7407 | 8.7407 | 9.1678 | 8.7407 | 8.7407 | 9.1678 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212 | -188359 | 303923 | -151070 | -579734 | -55588 |
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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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