Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59349.8268 | 35926.9672 | 23422.8595 | 39972.3426 | 74123.0109 | -34150.6683 |
Total P&L (%) | 59.3498 | 35.927 | 23.4229 | 39.9723 | 74.123 | -34.1507 |
Avg Daily Profit (%) | 0.2279 | 0.138 | 0.0899 | 0.1292 | 0.2132 | -0.1603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69843 | -39564 | -50111 | -150390 | -65919 | -115245 |
Profit Factor | 1.1732 | 1.2102 | 1.1365 | 1.0684 | 1.2857 | 0.8949 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 68.4685 | 69.3694 | 67.5676 | 68.4685 | 69.3694 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.5403 | 0.5344 | 0.5455 | 0.492 | 0.5677 | 0.4296 |
Largest Winning Trade | 10698 | 10698 | 7914 | 21202 | 21202 | 12671 |
Largest Losing Trade | -21013 | -16325 | -21013 | -41740 | -22275 | -41740 |
Avg Bars in Trades | 111 | 110 | 112 | 111 | 110 | 112 |
Avg Bars in Winners | 70 | 66 | 73 | 70 | 66 | 73 |
Avg Bars in Losers | 202 | 209 | 194 | 202 | 209 | 194 |
Bars Traded | 24791 | 12255 | 12536 | 24791 | 12255 | 12536 |
Profit Streak | 4.8185 | 11.8394 | 4.8185 | 4.8185 | 11.8394 | 4.8185 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20809 | -10872 | -147925 | -166042 | 315692 | -579142 |
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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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