Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62989.2522 | 42685.7002 | 20303.552 | 46060.8962 | 56655.3355 | -10594.4392 |
Total P&L (%) | 62.9893 | 42.6857 | 20.3036 | 46.0609 | 56.6553 | -10.5944 |
Avg Daily Profit (%) | 0.4535 | 0.3073 | 0.1462 | 0.2731 | 0.3237 | -0.0806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47384 | -38743 | -35748 | -83302 | -33430 | -66919 |
Profit Factor | 1.233 | 1.3309 | 1.1436 | 1.1398 | 1.4219 | 0.9457 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 61.1702 | 58.5106 | 63.8298 | 61.1702 | 58.5106 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.7827 | 0.9438 | 0.648 | 0.7235 | 1.0083 | 0.5359 |
Largest Winning Trade | 28590 | 28590 | 9889 | 22877 | 22877 | 10175 |
Largest Losing Trade | -23548 | -17829 | -23548 | -44456 | -13514 | -44456 |
Avg Bars in Trades | 69 | 72 | 67 | 69 | 72 | 67 |
Avg Bars in Winners | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Losers | 91 | 93 | 88 | 91 | 93 | 88 |
Bars Traded | 13144 | 6791 | 6353 | 13144 | 6791 | 6353 |
Profit Streak | 135.4274 | 135.4274 | 135.4795 | 135.4274 | 135.4274 | 135.4795 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321803 | 170962 | -68278 | -60244 | 295392 | -580222 |
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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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