Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120150.5527 | 37370.193 | 82780.3597 | 135780.5559 | 41417.273 | 94363.2829 |
Total P&L (%) | 120.1506 | 37.3702 | 82.7804 | 135.7806 | 41.4173 | 94.3633 |
Avg Daily Profit (%) | 0.4614 | 0.1435 | 0.3179 | 0.3299 | 0.1332 | 0.2555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62590 | -39668 | -33748 | -142786 | -93147 | -73819 |
Profit Factor | 1.3064 | 1.1814 | 1.4448 | 1.167 | 1.0993 | 1.2384 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Losing Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Profitability (%) | 54.0179 | 55.3571 | 52.6786 | 54.0179 | 55.3571 | 52.6786 |
Ratio Avg Win / Avg Loss | 1.1121 | 0.9528 | 1.2978 | 0.9934 | 0.8865 | 1.1124 |
Largest Winning Trade | 22129 | 16433 | 22129 | 32203 | 23079 | 32203 |
Largest Losing Trade | -19880 | -19880 | -14845 | -40746 | -40746 | -32361 |
Avg Bars in Trades | 109 | 117 | 102 | 109 | 117 | 102 |
Avg Bars in Winners | 114 | 117 | 111 | 114 | 117 | 111 |
Avg Bars in Losers | 105 | 118 | 92 | 105 | 118 | 92 |
Bars Traded | 24639 | 13172 | 11467 | 24639 | 13172 | 11467 |
Profit Streak | 4.2072 | 11.8322 | 4.2072 | 4.2072 | 11.8322 | 4.2072 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403038 | -25846 | 314206 | -28559 | -129642 | 249612 |
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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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