Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114284.7194 | 56439.1815 | 57845.5379 | 84996.3408 | 30164.3343 | 54832.0065 |
Total P&L (%) | 114.2847 | 56.4392 | 57.8455 | 84.9963 | 30.1643 | 54.832 |
Avg Daily Profit (%) | 0.2194 | 0.1084 | 0.1111 | 0.1182 | 0.0506 | 0.084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86298 | -74762 | -44211 | -100273 | -82023 | -39449 |
Profit Factor | 1.3253 | 1.2538 | 1.4484 | 1.2667 | 1.1434 | 1.5059 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 60 | 61.2903 | 58.7302 | 60 | 61.2903 | 58.7302 |
Ratio Avg Win / Avg Loss | 0.8835 | 0.7919 | 1.0178 | 0.8445 | 0.7222 | 1.0582 |
Largest Winning Trade | 23617 | 23617 | 17129 | 19113 | 19113 | 11741 |
Largest Losing Trade | -34988 | -34988 | -22055 | -26587 | -26587 | -11627 |
Avg Bars in Trades | 190 | 271 | 111 | 190 | 271 | 111 |
Avg Bars in Winners | 152 | 199 | 104 | 152 | 199 | 104 |
Avg Bars in Losers | 247 | 385 | 120 | 247 | 385 | 120 |
Bars Traded | 23850 | 16842 | 7008 | 23850 | 16842 | 7008 |
Profit Streak | 25.9599 | 26.3141 | 25.9599 | 25.9599 | 26.3141 | 25.9599 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321144 | -203358 | -189638 | -34454 | -345075 | -225609 |
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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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