Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120210.6105 | 72630.4959 | 47580.1147 | 6099.0919 | 103986.0019 | -97886.91 |
Total P&L (%) | 120.2106 | 72.6305 | 47.5801 | 6.0991 | 103.986 | -97.8869 |
Avg Daily Profit (%) | 0.4616 | 0.2789 | 0.1827 | 0.0227 | 0.2741 | -1.4702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82519 | -34788 | -82338 | -270672 | -42414 | -270080 |
Profit Factor | 1.5023 | 1.7774 | 1.3261 | 1.0116 | 1.7729 | 0.7492 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 73.1481 | 68.5185 | 77.7778 | 73.1481 | 68.5185 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.5515 | 0.8166 | 0.3789 | 0.3714 | 0.8146 | 0.2141 |
Largest Winning Trade | 17801 | 9609 | 17801 | 22709 | 17904 | 22709 |
Largest Losing Trade | -82338 | -31399 | -82338 | -270080 | -38271 | -270080 |
Avg Bars in Trades | 221 | 239 | 203 | 221 | 239 | 203 |
Avg Bars in Winners | 109 | 120 | 99 | 109 | 120 | 99 |
Avg Bars in Losers | 526 | 498 | 565 | 526 | 498 | 565 |
Bars Traded | 23920 | 12949 | 10971 | 23920 | 12949 | 10971 |
Profit Streak | 5.1527 | 5.1527 | 19.5173 | 5.1527 | 5.1527 | 19.5173 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463066 | -169448 | -172283 | -534329 | -169497 | -757562 |
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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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