Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72896.2353 | 6816.9007 | 66079.3346 | 46768.1156 | -29292.8543 | 76060.9699 |
Total P&L (%) | 72.8962 | 6.8169 | 66.0793 | 46.7681 | -29.2929 | 76.061 |
Avg Daily Profit (%) | 0.2799 | 0.0262 | 0.2537 | 0.1474 | -0.133 | 0.2174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99065 | -54716 | -66363 | -131666 | -73474 | -79848 |
Profit Factor | 1.2605 | 1.0551 | 1.4232 | 1.132 | 0.8236 | 1.404 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 49.1803 | 50.8197 | 47.541 | 49.1803 | 50.8197 | 47.541 |
Ratio Avg Win / Avg Loss | 1.3025 | 1.0211 | 1.5704 | 1.1697 | 0.797 | 1.5492 |
Largest Winning Trade | 33358 | 20538 | 33358 | 48861 | 13691 | 48861 |
Largest Losing Trade | -16596 | -16596 | -16271 | -31172 | -19147 | -31172 |
Avg Bars in Trades | 202 | 222 | 183 | 202 | 222 | 183 |
Avg Bars in Winners | 214 | 217 | 211 | 214 | 217 | 211 |
Avg Bars in Losers | 191 | 226 | 158 | 191 | 226 | 158 |
Bars Traded | 24735 | 13546 | 11189 | 24735 | 13546 | 11189 |
Profit Streak | 6.36 | 12.0058 | 6.36 | 6.36 | 12.0058 | 6.36 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300075 | -645053 | -153573 | -72978 | -742233 | -153739 |
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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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