Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59004.9371 | 39303.7924 | 19701.1447 | 35739.5567 | 89208.2172 | -53468.6606 |
Total P&L (%) | 59.0049 | 39.3038 | 19.7011 | 35.7396 | 89.2082 | -53.4687 |
Avg Daily Profit (%) | 0.2266 | 0.1509 | 0.0757 | 0.1174 | 0.2452 | -0.2933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103721 | -42432 | -72216 | -241720 | -85963 | -179544 |
Profit Factor | 1.1582 | 1.2236 | 1.0999 | 1.0477 | 1.2857 | 0.8776 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 167 | 87 | 80 | 167 | 87 | 80 |
Losing Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Profitability (%) | 65.748 | 68.5039 | 62.9921 | 65.748 | 68.5039 | 62.9921 |
Ratio Avg Win / Avg Loss | 0.6034 | 0.5626 | 0.6462 | 0.5458 | 0.5911 | 0.5156 |
Largest Winning Trade | 15070 | 15070 | 9207 | 22503 | 22503 | 14769 |
Largest Losing Trade | -21751 | -15702 | -21751 | -59782 | -23553 | -59782 |
Avg Bars in Trades | 97 | 97 | 98 | 97 | 97 | 98 |
Avg Bars in Winners | 60 | 61 | 59 | 60 | 61 | 59 |
Avg Bars in Losers | 168 | 175 | 162 | 168 | 175 | 162 |
Bars Traded | 24854 | 12406 | 12448 | 24854 | 12406 | 12448 |
Profit Streak | 5.8737 | 12.8737 | 5.8737 | 5.8737 | 12.8737 | 5.8737 |
Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37380 | 191564 | -209617 | -204854 | 316448 | -579013 |
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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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