Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90026.7313 | 31523.039 | 58503.6923 | 78627.7227 | 67664.3001 | 10963.4226 |
Total P&L (%) | 90.0267 | 31.523 | 58.5037 | 78.6277 | 67.6643 | 10.9634 |
Avg Daily Profit (%) | 0.3457 | 0.121 | 0.2247 | 0.223 | 0.1986 | 0.04 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96430 | -48519 | -55462 | -238106 | -100609 | -140280 |
Profit Factor | 1.2027 | 1.1465 | 1.2555 | 1.0921 | 1.1706 | 1.024 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 157 | 77 | 80 | 157 | 77 | 80 |
Losing Trades | 151 | 77 | 74 | 151 | 77 | 74 |
Profitability (%) | 50.974 | 50 | 51.9481 | 50.974 | 50 | 51.9481 |
Ratio Avg Win / Avg Loss | 1.1567 | 1.1465 | 1.1613 | 1.0504 | 1.1706 | 0.9472 |
Largest Winning Trade | 28852 | 17555 | 28852 | 38928 | 25159 | 38928 |
Largest Losing Trade | -18417 | -11973 | -18417 | -31687 | -30605 | -31687 |
Avg Bars in Trades | 80 | 81 | 78 | 80 | 81 | 78 |
Avg Bars in Winners | 81 | 82 | 80 | 81 | 82 | 80 |
Avg Bars in Losers | 78 | 79 | 77 | 78 | 79 | 77 |
Bars Traded | 24660 | 12502 | 12158 | 24660 | 12502 | 12158 |
Profit Streak | 3.1966 | 4.5611 | 3.1966 | 3.1966 | 4.5611 | 3.1966 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309972 | -94134 | 180822 | -111106 | -25840 | -472977 |
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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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