Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154446.07 | 108333.2514 | 46112.8186 | 97072.5544 | 124527.0413 | -27454.4869 |
Total P&L (%) | 154.4461 | 108.3333 | 46.1128 | 97.0726 | 124.527 | -27.4545 |
Avg Daily Profit (%) | 0.1483 | 0.104 | 0.0443 | 0.0652 | 0.0777 | -0.0308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90433 | -44090 | -64189 | -269738 | -117759 | -188195 |
Profit Factor | 1.4597 | 1.7788 | 1.2342 | 1.1363 | 1.4542 | 0.9373 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 74.8032 | 71.4286 | 78.125 | 74.8032 | 71.4286 | 78.125 |
Ratio Avg Win / Avg Loss | 0.4917 | 0.7115 | 0.3456 | 0.3827 | 0.5817 | 0.2625 |
Largest Winning Trade | 40973 | 40973 | 15632 | 56065 | 56065 | 33237 |
Largest Losing Trade | -63330 | -20862 | -63330 | -186654 | -71549 | -186654 |
Avg Bars in Trades | 193 | 211 | 176 | 193 | 211 | 176 |
Avg Bars in Winners | 124 | 126 | 122 | 124 | 126 | 122 |
Avg Bars in Losers | 399 | 423 | 369 | 399 | 423 | 369 |
Bars Traded | 24594 | 13319 | 11275 | 24594 | 13319 | 11275 |
Profit Streak | 15.4889 | 15.4889 | 59.6555 | 15.4889 | 15.4889 | 59.6555 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345705 | -196857 | -271525 | -172920 | -233192 | -714859 |
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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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