Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189780.9691 | 40601.2242 | 149179.7449 | 52380.1048 | -143352.0124 | 195732.1171 |
Total P&L (%) | 189.781 | 40.6012 | 149.1797 | 52.3801 | -143.352 | 195.7321 |
Avg Daily Profit (%) | 0.1836 | 0.0393 | 0.1444 | 0.0408 | 0 | 0.105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129515 | -155498 | -21005 | -340760 | -381982 | -22976 |
Profit Factor | 1.4367 | 1.1018 | 5.196 | 1.0717 | 0.7918 | 5.6297 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 80.315 | 76.1905 | 84.375 | 80.315 | 76.1905 | 84.375 |
Ratio Avg Win / Avg Loss | 0.3521 | 0.3443 | 0.9622 | 0.2627 | 0.2474 | 1.0425 |
Largest Winning Trade | 28756 | 28756 | 14292 | 81254 | 81254 | 32085 |
Largest Losing Trade | -62715 | -62715 | -9887 | -159122 | -159122 | -13580 |
Avg Bars in Trades | 92 | 180 | 6 | 92 | 180 | 6 |
Avg Bars in Winners | 34 | 67 | 5 | 34 | 67 | 5 |
Avg Bars in Losers | 330 | 541 | 14 | 330 | 541 | 14 |
Bars Traded | 11782 | 11371 | 411 | 11782 | 11371 | 411 |
Profit Streak | 15.9702 | 90.4702 | 15.9702 | 15.9702 | 90.4702 | 15.9702 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444168 | -394645 | -129182 | -277379 | -722574 | -179701 |
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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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