Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136808.2885 | 82357.175 | 54451.1136 | 154903.2677 | 108781.7357 | 46121.532 |
Total P&L (%) | 136.8083 | 82.3572 | 54.4511 | 154.9033 | 108.7817 | 46.1215 |
Avg Daily Profit (%) | 0.2627 | 0.1581 | 0.1045 | 0.1798 | 0.1414 | 0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60782 | -38347 | -50826 | -93934 | -43637 | -63211 |
Profit Factor | 1.4164 | 1.5405 | 1.3091 | 1.3361 | 1.5434 | 1.1769 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 65.873 | 65.0794 | 66.6667 | 65.873 | 65.0794 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7338 | 0.8266 | 0.6546 | 0.6922 | 0.8281 | 0.5885 |
Largest Winning Trade | 21479 | 15283 | 21479 | 31669 | 31669 | 29726 |
Largest Losing Trade | -25516 | -20278 | -25516 | -33816 | -24997 | -33816 |
Avg Bars in Trades | 196 | 202 | 189 | 196 | 202 | 189 |
Avg Bars in Winners | 152 | 154 | 149 | 152 | 154 | 149 |
Avg Bars in Losers | 281 | 293 | 268 | 281 | 293 | 268 |
Bars Traded | 24712 | 12781 | 11931 | 24712 | 12781 | 11931 |
Profit Streak | 8.0691 | 24.6733 | 8.0691 | 8.0691 | 24.6733 | 8.0691 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368603 | -136680 | -200388 | 325439 | -148150 | -269345 |
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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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