Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192252.193 | -13121.3149 | 205373.5079 | 90846.7136 | -37205.9789 | 128052.6925 |
Total P&L (%) | 192.2522 | -13.1213 | 205.3735 | 90.8467 | -37.206 | 128.0527 |
Avg Daily Profit (%) | 0.1842 | -0.0126 | 0.1968 | 0.062 | -0.0446 | 0.079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114311 | -93964 | -53279 | -184918 | -133297 | -89679 |
Profit Factor | 1.436 | 0.9558 | 2.4262 | 1.1752 | 0.8852 | 1.6587 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 81.9444 | 79.1667 | 84.7222 | 81.9444 | 79.1667 | 84.7222 |
Ratio Avg Win / Avg Loss | 0.3164 | 0.2515 | 0.4375 | 0.2589 | 0.2329 | 0.2991 |
Largest Winning Trade | 35132 | 21263 | 35132 | 32842 | 17860 | 32842 |
Largest Losing Trade | -53279 | -48545 | -53279 | -89679 | -58673 | -89679 |
Avg Bars in Trades | 26 | 26 | 27 | 26 | 26 | 27 |
Avg Bars in Winners | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Losers | 77 | 82 | 70 | 77 | 82 | 70 |
Bars Traded | 3875 | 1894 | 1981 | 3875 | 1894 | 1981 |
Profit Streak | 72.1171 | 103.3671 | 72.1171 | 72.1171 | 103.3671 | 72.1171 |
Trades During Streak | 22 | 12 | 11 | 22 | 12 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489182 | -654239 | -63451 | -132805 | -654239 | -159952 |
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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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