Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86037.4526 | 31500.1313 | 54537.3214 | 103408.9937 | 44353.5907 | 59055.403 |
Total P&L (%) | 86.0375 | 31.5001 | 54.5373 | 103.409 | 44.3536 | 59.0554 |
Avg Daily Profit (%) | 0.3304 | 0.121 | 0.2094 | 0.273 | 0.1411 | 0.1784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26907 | -22263 | -27107 | -47125 | -29778 | -48280 |
Profit Factor | 1.512 | 1.3099 | 1.8211 | 1.4356 | 1.3321 | 1.5686 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 64.2857 | 55.5556 | 73.0159 | 64.2857 | 55.5556 | 73.0159 |
Ratio Avg Win / Avg Loss | 0.84 | 1.048 | 0.673 | 0.7975 | 1.0657 | 0.5797 |
Largest Winning Trade | 11963 | 11963 | 9071 | 16928 | 16928 | 16917 |
Largest Losing Trade | -18687 | -17595 | -18687 | -34174 | -17829 | -34174 |
Avg Bars in Trades | 195 | 209 | 182 | 195 | 209 | 182 |
Avg Bars in Winners | 124 | 112 | 133 | 124 | 112 | 133 |
Avg Bars in Losers | 324 | 329 | 314 | 324 | 329 | 314 |
Bars Traded | 24660 | 13184 | 11476 | 24660 | 13184 | 11476 |
Profit Streak | 7.3572 | 14.128 | 7.3572 | 7.3572 | 14.128 | 7.3572 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394133 | -180121 | -136179 | 359681 | -152039 | -136762 |
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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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