Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100679.3012 | 16547.7253 | 84131.5759 | 70752.664 | 25387.2294 | 45365.4346 |
Total P&L (%) | 100.6793 | 16.5477 | 84.1316 | 70.7527 | 25.3872 | 45.3654 |
Avg Daily Profit (%) | 0.3866 | 0.0635 | 0.3231 | 0.2057 | 0.0869 | 0.1437 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62604 | -54564 | -50233 | -100825 | -47245 | -112454 |
Profit Factor | 1.3797 | 1.1068 | 1.7635 | 1.1706 | 1.1261 | 1.2126 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 77.5194 | 75 | 80 | 77.5194 | 75 | 80 |
Ratio Avg Win / Avg Loss | 0.4001 | 0.3689 | 0.4409 | 0.3395 | 0.3754 | 0.3032 |
Largest Winning Trade | 16753 | 16753 | 12141 | 14860 | 14860 | 13033 |
Largest Losing Trade | -45908 | -41401 | -45908 | -100825 | -36846 | -100825 |
Avg Bars in Trades | 191 | 207 | 175 | 191 | 207 | 175 |
Avg Bars in Winners | 97 | 91 | 102 | 97 | 91 | 102 |
Avg Bars in Losers | 516 | 555 | 467 | 516 | 555 | 467 |
Bars Traded | 24672 | 13280 | 11392 | 24672 | 13280 | 11392 |
Profit Streak | 1.4922 | 7.1172 | 1.4922 | 1.4922 | 7.1172 | 1.4922 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316726 | -357751 | -122468 | -26164 | -299701 | -136711 |
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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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