Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263327.9894 | 63306.1103 | 200021.8791 | 176690.6327 | 62426.2162 | 114264.4165 |
Total P&L (%) | 263.328 | 63.3061 | 200.0219 | 176.6906 | 62.4262 | 114.2644 |
Avg Daily Profit (%) | 0.2539 | 0.061 | 0.1929 | 0.0982 | 0.0468 | 0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62623 | -59590 | -51668 | -71358 | -56734 | -62117 |
Profit Factor | 1.7214 | 1.4576 | 1.8824 | 1.525 | 1.5256 | 1.5248 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 65.5556 | 60 | 71.1111 | 65.5556 | 60 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.9045 | 0.9718 | 0.7647 | 0.8013 | 1.0171 | 0.6194 |
Largest Winning Trade | 38083 | 23343 | 38083 | 42212 | 38395 | 42212 |
Largest Losing Trade | -76230 | -24105 | -76230 | -76230 | -25560 | -76230 |
Avg Bars in Trades | 133 | 63 | 204 | 133 | 63 | 204 |
Avg Bars in Winners | 102 | 48 | 148 | 102 | 48 | 148 |
Avg Bars in Losers | 193 | 85 | 342 | 193 | 85 | 342 |
Bars Traded | 12053 | 2839 | 9214 | 12053 | 2839 | 9214 |
Profit Streak | 62.3011 | 99.8011 | 62.3011 | 62.3011 | 99.8011 | 62.3011 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449655 | -110168 | 421837 | -58191 | -127157 | -91653 |
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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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