Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89330.2476 | 61717.6242 | 27612.6235 | 98018.2058 | 71452.339 | 26565.8668 |
Total P&L (%) | 89.3302 | 61.7176 | 27.6126 | 98.0182 | 71.4523 | 26.5659 |
Avg Daily Profit (%) | 0.343 | 0.237 | 0.106 | 0.2627 | 0.2072 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50967 | -44798 | -32093 | -67799 | -62571 | -37065 |
Profit Factor | 1.3234 | 1.4601 | 1.1944 | 1.2682 | 1.3986 | 1.1426 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 54.3147 | 52.5253 | 56.1224 | 54.3147 | 52.5253 | 56.1224 |
Ratio Avg Win / Avg Loss | 1.1132 | 1.3197 | 0.9338 | 1.0667 | 1.2642 | 0.8933 |
Largest Winning Trade | 16563 | 16563 | 9995 | 26578 | 26578 | 14555 |
Largest Losing Trade | -14899 | -13704 | -14899 | -24983 | -21509 | -24983 |
Avg Bars in Trades | 124 | 122 | 125 | 124 | 122 | 125 |
Avg Bars in Winners | 134 | 148 | 120 | 134 | 148 | 120 |
Avg Bars in Losers | 112 | 94 | 131 | 112 | 94 | 131 |
Bars Traded | 24457 | 12173 | 12284 | 24457 | 12173 | 12284 |
Profit Streak | 8.4146 | 15.3 | 0 | 8.4146 | 15.3 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357751 | 308743 | -64007 | 320870 | 305951 | -141770 |
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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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