Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98437.7777 | 55467.9343 | 42969.8434 | 70297.3506 | 52288.951 | 18008.3995 |
Total P&L (%) | 98.4378 | 55.4679 | 42.9698 | 70.2974 | 52.289 | 18.0084 |
Avg Daily Profit (%) | 0.378 | 0.213 | 0.165 | 0.2046 | 0.1616 | 0.0636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65680 | -35727 | -76997 | -110909 | -45970 | -124629 |
Profit Factor | 1.2404 | 1.2772 | 1.2053 | 1.1137 | 1.1764 | 1.0559 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 170 | 82 | 88 | 170 | 82 | 88 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 64.3939 | 62.1212 | 66.6667 | 64.3939 | 62.1212 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6859 | 0.7788 | 0.6026 | 0.6158 | 0.7173 | 0.528 |
Largest Winning Trade | 16808 | 16518 | 16808 | 21873 | 18449 | 21873 |
Largest Losing Trade | -42612 | -27143 | -42612 | -58545 | -26364 | -58545 |
Avg Bars in Trades | 92 | 96 | 87 | 92 | 96 | 87 |
Avg Bars in Winners | 61 | 61 | 62 | 61 | 61 | 62 |
Avg Bars in Losers | 146 | 154 | 138 | 146 | 154 | 138 |
Bars Traded | 24340 | 12738 | 11602 | 24340 | 12738 | 11602 |
Profit Streak | 5.2361 | 8.6631 | 0 | 5.2361 | 8.6631 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351328 | 220811 | 135467 | -86923 | -20986 | -276314 |
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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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