Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181516.1226 | 156363.2545 | 25152.868 | -13606.9519 | 36421.7637 | -50028.7155 |
Total P&L (%) | 181.5161 | 156.3633 | 25.1529 | -13.607 | 36.4218 | -50.0287 |
Avg Daily Profit (%) | 0.1688 | 0.1454 | 0.0234 | -0.0136 | 0.0289 | -0.0645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82801 | -68372 | -44227 | -87156 | -39452 | -32681 |
Profit Factor | 1.4229 | 1.7684 | 1.1114 | 0.9479 | 1.3489 | 0.6809 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 75 | 77.2727 | 72.7273 | 75 | 77.2727 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.4743 | 0.5201 | 0.4168 | 0.316 | 0.3967 | 0.2553 |
Largest Winning Trade | 50272 | 50272 | 22900 | 12887 | 12887 | 9190 |
Largest Losing Trade | -82801 | -46371 | -82801 | -87156 | -27770 | -87156 |
Avg Bars in Trades | 34 | 44 | 24 | 34 | 44 | 24 |
Avg Bars in Winners | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Losers | 71 | 115 | 35 | 71 | 115 | 35 |
Bars Traded | 3027 | 1945 | 1082 | 3027 | 1945 | 1082 |
Profit Streak | 95.8821 | 95.8821 | 318.5488 | 95.8821 | 95.8821 | 318.5488 |
Trades During Streak | 9 | 4 | 12 | 9 | 4 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427664 | 239112 | -259971 | -575421 | -153121 | -575975 |
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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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