Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66324.4953 | 37081.3108 | 29243.1845 | 48082.1027 | 59472.7635 | -11390.6609 |
Total P&L (%) | 66.3245 | 37.0813 | 29.2432 | 48.0821 | 59.4728 | -11.3907 |
Avg Daily Profit (%) | 0.2547 | 0.1424 | 0.1123 | 0.1509 | 0.1794 | -0.0464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68795 | -43213 | -47274 | -146690 | -67118 | -108317 |
Profit Factor | 1.2305 | 1.2111 | 1.2611 | 1.0905 | 1.2005 | 0.9515 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 63.871 | 66.2338 | 61.5385 | 63.871 | 66.2338 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.6961 | 0.6174 | 0.7882 | 0.6168 | 0.612 | 0.5947 |
Largest Winning Trade | 13958 | 12555 | 13958 | 19646 | 19646 | 18890 |
Largest Losing Trade | -20410 | -18381 | -20410 | -45532 | -27136 | -45532 |
Avg Bars in Trades | 159 | 237 | 81 | 159 | 237 | 81 |
Avg Bars in Winners | 104 | 143 | 62 | 104 | 143 | 62 |
Avg Bars in Losers | 255 | 421 | 112 | 255 | 421 | 112 |
Bars Traded | 24656 | 18290 | 6367 | 24656 | 18290 | 6367 |
Profit Streak | 4.7906 | 7.6135 | 4.7906 | 4.7906 | 7.6135 | 4.7906 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307789 | -46922 | -80748 | -114256 | -34809 | -613443 |
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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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