Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70241.5524 | 54249.4119 | 15992.1405 | 55319.1689 | 55668.9883 | -349.8193 |
Total P&L (%) | 70.2416 | 54.2494 | 15.9921 | 55.3192 | 55.669 | -0.3498 |
Avg Daily Profit (%) | 0.2697 | 0.2083 | 0.0614 | 0.1692 | 0.1701 | -0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67691 | -25586 | -65156 | -124577 | -42925 | -116168 |
Profit Factor | 1.2971 | 1.5285 | 1.1195 | 1.1347 | 1.3173 | 0.9985 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 74.8032 | 71.4286 | 78.125 | 74.8032 | 71.4286 | 78.125 |
Ratio Avg Win / Avg Loss | 0.4369 | 0.6114 | 0.3135 | 0.3822 | 0.5269 | 0.2796 |
Largest Winning Trade | 15278 | 15278 | 8557 | 14901 | 14901 | 12067 |
Largest Losing Trade | -27445 | -21882 | -27445 | -40892 | -31113 | -40892 |
Avg Bars in Trades | 189 | 188 | 190 | 189 | 188 | 190 |
Avg Bars in Winners | 109 | 97 | 120 | 109 | 97 | 120 |
Avg Bars in Losers | 426 | 416 | 438 | 426 | 416 | 438 |
Bars Traded | 24056 | 11877 | 12179 | 24056 | 11877 | 12179 |
Profit Streak | 7.7843 | 0 | 11.3364 | 7.7843 | 0 | 11.3364 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350173 | -138842 | -347501 | -64561 | -140364 | -717073 |
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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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