Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68868.1107 | 8247.841 | 60620.2697 | 51036.5806 | -8117.6615 | 59154.2421 |
Total P&L (%) | 68.8681 | 8.2478 | 60.6203 | 51.0366 | -8.1177 | 59.1542 |
Avg Daily Profit (%) | 0.2645 | 0.0317 | 0.2328 | 0.1585 | -0.0325 | 0.1786 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40480 | -55427 | -37392 | -51013 | -64273 | -44962 |
Profit Factor | 1.2477 | 1.0513 | 1.5165 | 1.163 | 0.9558 | 1.4574 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 64.3357 | 58.3333 | 70.4225 | 64.3357 | 58.3333 | 70.4225 |
Ratio Avg Win / Avg Loss | 0.6917 | 0.751 | 0.6369 | 0.6447 | 0.6827 | 0.6121 |
Largest Winning Trade | 17453 | 17453 | 8937 | 15333 | 15333 | 8912 |
Largest Losing Trade | -24504 | -24504 | -20488 | -31957 | -31957 | -24492 |
Avg Bars in Trades | 171 | 180 | 162 | 171 | 180 | 162 |
Avg Bars in Winners | 106 | 95 | 115 | 106 | 95 | 115 |
Avg Bars in Losers | 290 | 300 | 274 | 290 | 300 | 274 |
Bars Traded | 24579 | 13019 | 11560 | 24579 | 13019 | 11560 |
Profit Streak | 5.3093 | 5.3093 | 12.7989 | 5.3093 | 5.3093 | 12.7989 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313267 | -560398 | -76906 | -34422 | -659093 | -77827 |
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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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