Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135022.6566 | 70840.6053 | 64182.0513 | 54401.2555 | 60689.564 | -6288.3085 |
Total P&L (%) | 135.0227 | 70.8406 | 64.1821 | 54.4013 | 60.6896 | -6.2883 |
Avg Daily Profit (%) | 0.2592 | 0.136 | 0.1232 | 0.0834 | 0.0911 | -0.0125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80539 | -20507 | -85317 | -101301 | -24489 | -99661 |
Profit Factor | 1.5203 | 1.9224 | 1.3513 | 1.1912 | 1.8338 | 0.9703 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 53.6 | 53.9683 | 53.2258 | 53.6 | 53.9683 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.3161 | 1.6397 | 1.1875 | 1.0312 | 1.5641 | 0.8527 |
Largest Winning Trade | 25564 | 16030 | 25564 | 17875 | 16477 | 17875 |
Largest Losing Trade | -74729 | -8369 | -74729 | -88487 | -8245 | -88487 |
Avg Bars in Trades | 177 | 54 | 303 | 177 | 54 | 303 |
Avg Bars in Winners | 142 | 52 | 234 | 142 | 52 | 234 |
Avg Bars in Losers | 218 | 55 | 381 | 218 | 55 | 381 |
Bars Traded | 22217 | 3407 | 18810 | 22217 | 3407 | 18810 |
Profit Streak | 50.4044 | 89.8419 | 0 | 50.4044 | 89.8419 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372658 | -153978 | -182821 | -91975 | -214646 | -735108 |
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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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