Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82310.2892 | 21607.9592 | 60702.33 | 55955.6589 | 2264.2753 | 53691.3836 |
Total P&L (%) | 82.3103 | 21.608 | 60.7023 | 55.9557 | 2.2643 | 53.6914 |
Avg Daily Profit (%) | 0.3161 | 0.083 | 0.2331 | 0.1708 | 0.0086 | 0.1652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50517 | -36186 | -54179 | -60660 | -38591 | -61268 |
Profit Factor | 1.2576 | 1.1239 | 1.4182 | 1.1766 | 1.013 | 1.3748 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 61.809 | 59.596 | 64 | 61.809 | 59.596 | 64 |
Ratio Avg Win / Avg Loss | 0.777 | 0.762 | 0.7977 | 0.727 | 0.6868 | 0.7733 |
Largest Winning Trade | 36879 | 14250 | 36879 | 42018 | 10115 | 42018 |
Largest Losing Trade | -34393 | -19286 | -34393 | -39304 | -18545 | -39304 |
Avg Bars in Trades | 123 | 129 | 117 | 123 | 129 | 117 |
Avg Bars in Winners | 82 | 77 | 87 | 82 | 77 | 87 |
Avg Bars in Losers | 189 | 205 | 171 | 189 | 205 | 171 |
Bars Traded | 24520 | 12771 | 11749 | 24520 | 12771 | 11749 |
Profit Streak | 7.0519 | 11.9477 | 7.0519 | 7.0519 | 11.9477 | 7.0519 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348509 | -172708 | 294310 | -18597 | -553802 | 247043 |
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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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