Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89356.3198 | 54925.7756 | 34430.5442 | 57471.7713 | 57790.3556 | -318.5843 |
Total P&L (%) | 89.3563 | 54.9258 | 34.4305 | 57.4718 | 57.7904 | -0.3186 |
Avg Daily Profit (%) | 0.3431 | 0.2109 | 0.1322 | 0.1745 | 0.1753 | -0.0012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60019 | -50016 | -63650 | -81195 | -43941 | -99313 |
Profit Factor | 1.3072 | 1.4218 | 1.2143 | 1.167 | 1.4238 | 0.9985 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 67.7165 | 64.0625 | 71.4286 | 67.7165 | 64.0625 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.6232 | 0.7976 | 0.4857 | 0.5564 | 0.7987 | 0.3994 |
Largest Winning Trade | 22068 | 13411 | 22068 | 17811 | 11810 | 17811 |
Largest Losing Trade | -41189 | -32156 | -41189 | -56272 | -27660 | -56272 |
Avg Bars in Trades | 194 | 197 | 190 | 194 | 197 | 190 |
Avg Bars in Winners | 140 | 158 | 124 | 140 | 158 | 124 |
Avg Bars in Losers | 306 | 267 | 357 | 306 | 267 | 357 |
Bars Traded | 24665 | 12640 | 12025 | 24665 | 12640 | 12025 |
Profit Streak | 3.9577 | 3.9577 | 14.3743 | 3.9577 | 3.9577 | 14.3743 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314802 | -133141 | -165152 | -30448 | -133242 | -724582 |
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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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