Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349582.7632 | 273341.474 | 76241.2892 | -1454.6881 | 50019.2885 | -51473.9766 |
Total P&L (%) | 349.5828 | 273.3415 | 76.2413 | -1.4547 | 50.0193 | -51.474 |
Avg Daily Profit (%) | 0.2575 | 0.2013 | 0.0562 | -0.0011 | 0.0299 | -0.0532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195294 | -99776 | -113303 | -197629 | -89422 | -176561 |
Profit Factor | 1.4575 | 1.703 | 1.2032 | 0.9978 | 1.1784 | 0.8597 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 47.6563 | 40.625 | 54.6875 | 47.6563 | 40.625 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.6009 | 2.4889 | 0.9969 | 1.0959 | 1.7222 | 0.7123 |
Largest Winning Trade | 141183 | 141183 | 53855 | 86074 | 86074 | 63676 |
Largest Losing Trade | -79944 | -26445 | -79944 | -120651 | -36135 | -120651 |
Avg Bars in Trades | 125 | 107 | 144 | 125 | 107 | 144 |
Avg Bars in Winners | 157 | 137 | 171 | 157 | 137 | 171 |
Avg Bars in Losers | 97 | 86 | 111 | 97 | 86 | 111 |
Bars Traded | 16118 | 6872 | 9246 | 16118 | 6872 | 9246 |
Profit Streak | 16.6902 | 30.2736 | 0 | 16.6902 | 30.2736 | 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 | 369759 | -131704 | -258673 | -579110 | -320070 | -719350 |
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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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