Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373784.2472 | 327197.6264 | 46586.6208 | 5701.3227 | 15889.0642 | -10187.7415 |
Total P&L (%) | 373.7842 | 327.1976 | 46.5866 | 5.7013 | 15.8891 | -10.1877 |
Avg Daily Profit (%) | 0.1978 | 0.1732 | 0.0247 | 0.0029 | 0.0078 | -0.0057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133757 | -92814 | -144500 | -324216 | -220050 | -125417 |
Profit Factor | 1.4085 | 1.6614 | 1.1109 | 1.0042 | 1.0198 | 0.9817 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 48 | 46.7742 | 49.2063 | 48 | 46.7742 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.5259 | 1.8906 | 1.1467 | 1.0879 | 1.1604 | 1.0134 |
Largest Winning Trade | 130510 | 130510 | 51362 | 147076 | 147076 | 51362 |
Largest Losing Trade | -56964 | -49087 | -56964 | -81149 | -80936 | -81149 |
Avg Bars in Trades | 88 | 113 | 64 | 88 | 113 | 64 |
Avg Bars in Winners | 99 | 119 | 80 | 99 | 119 | 80 |
Avg Bars in Losers | 79 | 108 | 48 | 79 | 108 | 48 |
Bars Traded | 11107 | 7045 | 4062 | 11107 | 7045 | 4062 |
Profit Streak | 14.2263 | 0 | 143.893 | 14.2263 | 0 | 143.893 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345903 | -144896 | -405791 | -570441 | -546247 | -724748 |
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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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