Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122956.7701 | 67894.8349 | 55061.9353 | 147395.2591 | 183202.9079 | -35807.6488 |
Total P&L (%) | 122.9568 | 67.8948 | 55.0619 | 147.3953 | 183.2029 | -35.8076 |
Avg Daily Profit (%) | 0.4721 | 0.2607 | 0.2114 | 0.3484 | 0.4005 | -0.1701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76985 | -32181 | -61647 | -309325 | -117814 | -253320 |
Profit Factor | 1.4316 | 1.5424 | 1.3447 | 1.166 | 1.5373 | 0.9345 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 63.4483 | 62.5 | 64.3836 | 63.4483 | 62.5 | 64.3836 |
Ratio Avg Win / Avg Loss | 0.8247 | 0.9254 | 0.7439 | 0.6717 | 0.9224 | 0.517 |
Largest Winning Trade | 15070 | 15070 | 12290 | 45331 | 45005 | 45331 |
Largest Losing Trade | -24123 | -11709 | -24123 | -101824 | -38935 | -101824 |
Avg Bars in Trades | 169 | 165 | 173 | 169 | 165 | 173 |
Avg Bars in Winners | 130 | 138 | 122 | 130 | 138 | 122 |
Avg Bars in Losers | 237 | 211 | 264 | 237 | 211 | 264 |
Bars Traded | 24585 | 11945 | 12640 | 24585 | 11945 | 12640 |
Profit Streak | 4.553 | 11.5322 | 4.553 | 4.553 | 11.5322 | 4.553 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401179 | -69537 | -65036 | -28680 | -68233 | -651227 |
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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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