Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98978.4964 | 87832.346 | 11146.1504 | 25652.6331 | 48961.2223 | -23308.5892 |
Total P&L (%) | 98.9785 | 87.8323 | 11.1462 | 25.6526 | 48.9612 | -23.3086 |
Avg Daily Profit (%) | 0.19 | 0.1686 | 0.0214 | 0.0439 | 0.0765 | -0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59040 | -56676 | -54184 | -61743 | -37477 | -65029 |
Profit Factor | 1.1549 | 1.2784 | 1.0345 | 1.0459 | 1.184 | 0.9203 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Profitability (%) | 66.9872 | 67.3077 | 66.6667 | 66.9872 | 67.3077 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.5692 | 0.6209 | 0.5172 | 0.5155 | 0.5751 | 0.4602 |
Largest Winning Trade | 13464 | 12716 | 13464 | 11634 | 8760 | 11634 |
Largest Losing Trade | -34544 | -29968 | -34544 | -56234 | -22662 | -56234 |
Avg Bars in Trades | 79 | 80 | 78 | 79 | 80 | 78 |
Avg Bars in Winners | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Losers | 148 | 151 | 146 | 148 | 151 | 146 |
Bars Traded | 24816 | 12502 | 12314 | 24816 | 12502 | 12314 |
Profit Streak | 4.7892 | 4.7892 | 17.3934 | 4.7892 | 4.7892 | 17.3934 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39523 | 308161 | -475213 | -304782 | -109042 | -577310 |
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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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