Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177421.0134 | 103194.1478 | 74226.8656 | 253417.6266 | 187013.9466 | 66403.68 |
Total P&L (%) | 177.421 | 103.1941 | 74.2269 | 253.4176 | 187.0139 | 66.4037 |
Avg Daily Profit (%) | 0.3407 | 0.1981 | 0.1425 | 0.2427 | 0.2026 | 0.0978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73981 | -48937 | -43638 | -105043 | -38227 | -107981 |
Profit Factor | 1.5528 | 1.8305 | 1.3773 | 1.5514 | 2.387 | 1.2045 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 62.6984 | 60.3175 | 65.0794 | 62.6984 | 60.3175 | 65.0794 |
Ratio Avg Win / Avg Loss | 0.9238 | 1.2043 | 0.7391 | 0.923 | 1.5704 | 0.6463 |
Largest Winning Trade | 33287 | 33287 | 23719 | 53176 | 34404 | 53176 |
Largest Losing Trade | -27143 | -27143 | -26500 | -79698 | -20444 | -79698 |
Avg Bars in Trades | 195 | 206 | 184 | 195 | 206 | 184 |
Avg Bars in Winners | 152 | 167 | 138 | 152 | 167 | 138 |
Avg Bars in Losers | 267 | 265 | 270 | 267 | 265 | 270 |
Bars Traded | 24662 | 13012 | 11650 | 24662 | 13012 | 11650 |
Profit Streak | 8.3018 | 13.3435 | 8.3018 | 8.3018 | 13.3435 | 8.3018 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423056 | -134865 | -148517 | 392618 | -132641 | -209402 |
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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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