Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388297.3858 | 298186.3867 | 90110.9991 | -30203.6609 | 33228.9009 | -63432.5618 |
Total P&L (%) | 388.2974 | 298.1864 | 90.111 | -30.2037 | 33.2289 | -63.4326 |
Avg Daily Profit (%) | 0.1791 | 0.1375 | 0.0416 | -0.0166 | 0.0132 | -0.0464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112057 | -58525 | -205978 | -152744 | -81961 | -140603 |
Profit Factor | 1.4721 | 1.7897 | 1.2025 | 0.9199 | 1.1903 | 0.6864 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 51.6129 | 50 | 53.2258 | 51.6129 | 50 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.3801 | 1.7897 | 1.0567 | 0.8624 | 1.1903 | 0.6032 |
Largest Winning Trade | 62971 | 62971 | 43169 | 38755 | 38755 | 35772 |
Largest Losing Trade | -88257 | -49165 | -88257 | -76619 | -76619 | -48336 |
Avg Bars in Trades | 102 | 112 | 91 | 102 | 112 | 91 |
Avg Bars in Winners | 100 | 105 | 95 | 100 | 105 | 95 |
Avg Bars in Losers | 104 | 120 | 87 | 104 | 120 | 87 |
Bars Traded | 12686 | 7002 | 5684 | 12686 | 7002 | 5684 |
Profit Streak | 13.7145 | 0 | 126.3812 | 13.7145 | 0 | 126.3812 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349752 | -160233 | -290318 | -579640 | -343406 | -733188 |
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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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