Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75960.3088 | 31118.2732 | 44842.0356 | 51320.9063 | 55466.0614 | -4145.155 |
Total P&L (%) | 75.9603 | 31.1183 | 44.842 | 51.3209 | 55.4661 | -4.1452 |
Avg Daily Profit (%) | 0.2917 | 0.1195 | 0.1722 | 0.1592 | 0.1696 | -0.0163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110959 | -19033 | -101613 | -296648 | -36806 | -277727 |
Profit Factor | 1.2578 | 1.3419 | 1.2202 | 1.0827 | 1.3303 | 0.9908 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 59.1837 | 59.1837 | 59.1837 | 59.1837 | 59.1837 | 59.1837 |
Ratio Avg Win / Avg Loss | 0.8675 | 0.9255 | 0.8415 | 0.7467 | 0.9174 | 0.6833 |
Largest Winning Trade | 13132 | 10047 | 13132 | 42375 | 17668 | 42375 |
Largest Losing Trade | -35801 | -8858 | -35801 | -116468 | -17697 | -116468 |
Avg Bars in Trades | 126 | 35 | 216 | 126 | 35 | 216 |
Avg Bars in Winners | 92 | 35 | 148 | 92 | 35 | 148 |
Avg Bars in Losers | 175 | 35 | 314 | 175 | 35 | 314 |
Bars Traded | 24697 | 3524 | 21173 | 24697 | 3524 | 21173 |
Profit Streak | 4.8972 | 4.8972 | 6.9701 | 4.8972 | 4.8972 | 6.9701 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305024 | -37697 | 150401 | -123312 | 184216 | -580121 |
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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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