Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57123.4823 | 31045.8021 | 26077.6801 | -6410.8428 | 73768.62 | -80179.4627 |
Total P&L (%) | 57.1235 | 31.0458 | 26.0777 | -6.4108 | 73.7686 | -80.1795 |
Avg Daily Profit (%) | 0.2194 | 0.1192 | 0.1001 | -0.0254 | 0.2124 | -0.6196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119732 | -20759 | -105911 | -330926 | -26681 | -316596 |
Profit Factor | 1.2009 | 1.4322 | 1.1227 | 0.9897 | 1.6152 | 0.8398 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 59.1954 | 55.1724 | 63.2184 | 59.1954 | 55.1724 | 63.2184 |
Ratio Avg Win / Avg Loss | 0.8278 | 1.1637 | 0.6532 | 0.6822 | 1.3124 | 0.4886 |
Largest Winning Trade | 18489 | 10362 | 18489 | 57039 | 37877 | 57039 |
Largest Losing Trade | -62672 | -6971 | -62672 | -236745 | -14364 | -236745 |
Avg Bars in Trades | 142 | 22 | 261 | 142 | 22 | 261 |
Avg Bars in Winners | 98 | 22 | 165 | 98 | 22 | 165 |
Avg Bars in Losers | 205 | 23 | 426 | 205 | 23 | 426 |
Bars Traded | 24747 | 1967 | 22780 | 24747 | 1967 | 22780 |
Profit Streak | 5.6587 | 5.6587 | 6.1378 | 5.6587 | 5.6587 | 6.1378 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 238375 | -36045 | -149024 | -578895 | 345900 | -579808 |
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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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