Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168443.3456 | 82031.423 | 86411.9226 | 128662.4527 | 48028.0081 | 80634.4446 |
Total P&L (%) | 168.4433 | 82.0314 | 86.4119 | 128.6625 | 48.028 | 80.6344 |
Avg Daily Profit (%) | 0.1819 | 0.0886 | 0.0933 | 0.0893 | 0.0424 | 0.0639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43660 | -59398 | -39923 | -106673 | -62589 | -83327 |
Profit Factor | 1.3186 | 1.3023 | 1.3357 | 1.1882 | 1.133 | 1.25 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 119 | 53 | 66 | 119 | 53 | 66 |
Losing Trades | 120 | 66 | 54 | 120 | 66 | 54 |
Profitability (%) | 49.7908 | 44.5378 | 55 | 49.7908 | 44.5378 | 55 |
Ratio Avg Win / Avg Loss | 1.3297 | 1.6218 | 1.0929 | 1.1982 | 1.411 | 1.0227 |
Largest Winning Trade | 71814 | 71814 | 30405 | 54890 | 54890 | 45121 |
Largest Losing Trade | -22691 | -15107 | -22691 | -32708 | -32708 | -32648 |
Avg Bars in Trades | 45 | 40 | 51 | 45 | 40 | 51 |
Avg Bars in Winners | 58 | 54 | 61 | 58 | 54 | 61 |
Avg Bars in Losers | 33 | 28 | 39 | 33 | 28 | 39 |
Bars Traded | 10955 | 4772 | 6183 | 10955 | 4772 | 6183 |
Profit Streak | 14.9613 | 14.9613 | 15.7113 | 14.9613 | 14.9613 | 15.7113 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371598 | -75288 | -66631 | -84514 | -213799 | -106399 |
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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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