Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121460.5451 | 69998.329 | 51462.2162 | 128061.6568 | 97640.9302 | 30420.7267 |
Total P&L (%) | 121.4605 | 69.9983 | 51.4622 | 128.0617 | 97.6409 | 30.4207 |
Avg Daily Profit (%) | 1.3992 | 0.8063 | 0.5928 | 0.9542 | 0.7879 | 0.3064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43821 | -14760 | -38255 | -44616 | -13601 | -39510 |
Profit Factor | 2.1993 | 4.3563 | 1.6399 | 2.2211 | 6.076 | 1.3552 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 64 | 39 | 25 | 64 | 39 | 25 |
Profitability (%) | 50.3876 | 40 | 60.9375 | 50.3876 | 40 | 60.9375 |
Ratio Avg Win / Avg Loss | 2.1655 | 6.5344 | 1.0512 | 2.1869 | 9.1139 | 0.8687 |
Largest Winning Trade | 80729 | 80729 | 55019 | 106892 | 106892 | 46994 |
Largest Losing Trade | -21295 | -3195 | -21295 | -24806 | -3204 | -24806 |
Avg Bars in Trades | 190 | 5 | 377 | 190 | 5 | 377 |
Avg Bars in Winners | 111 | 4 | 183 | 111 | 4 | 183 |
Avg Bars in Losers | 270 | 6 | 681 | 270 | 6 | 681 |
Bars Traded | 24545 | 359 | 24186 | 24545 | 359 | 24186 |
Profit Streak | 0.7718 | 1.9489 | 0 | 0.7718 | 1.9489 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457738 | -118830 | -127972 | 445350 | -117734 | -135497 |
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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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