Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51589.3433 | -2400.7635 | 53990.1068 | 34034.8185 | -12747.3353 | 46782.1539 |
Total P&L (%) | 51.5893 | -2.4008 | 53.9901 | 34.0348 | -12.7473 | 46.7822 |
Avg Daily Profit (%) | 0.1981 | -0.0092 | 0.2073 | 0.1125 | -0.0523 | 0.1475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100936 | -52743 | -55227 | -218375 | -112666 | -119545 |
Profit Factor | 1.1821 | 0.9856 | 1.4639 | 1.0617 | 0.9588 | 1.1929 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 67.7778 | 66.6667 | 68.8889 | 67.7778 | 66.6667 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.562 | 0.4928 | 0.6611 | 0.5047 | 0.4794 | 0.5387 |
Largest Winning Trade | 7868 | 7311 | 7868 | 17871 | 17871 | 14628 |
Largest Losing Trade | -24236 | -15752 | -24236 | -72754 | -26049 | -72754 |
Avg Bars in Trades | 134 | 129 | 140 | 134 | 129 | 140 |
Avg Bars in Winners | 76 | 60 | 91 | 76 | 60 | 91 |
Avg Bars in Losers | 257 | 265 | 249 | 257 | 265 | 249 |
Bars Traded | 24270 | 11610 | 12660 | 24270 | 11610 | 12660 |
Profit Streak | 7.2298 | 7.2298 | 14.2611 | 7.2298 | 7.2298 | 14.2611 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12077 | -578900 | 307662 | -196383 | -578900 | -5329 |
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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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