Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262260.9928 | 185404.2068 | 76856.786 | -64997.6006 | 6175.861 | -71173.4617 |
Total P&L (%) | 262.261 | 185.4042 | 76.8568 | -64.9976 | 6.1759 | -71.1735 |
Avg Daily Profit (%) | 0.2544 | 0.1799 | 0.0746 | -0.1018 | 0.0058 | -0.1206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98915 | -123910 | -77503 | -13674 | -19056 | -12246 |
Profit Factor | 1.3724 | 1.465 | 1.2516 | 0.6015 | 1.1255 | 0.3752 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 53.6585 | 44.2623 | 62.9032 | 53.6585 | 44.2623 | 62.9032 |
Ratio Avg Win / Avg Loss | 1.1853 | 1.8448 | 0.7381 | 0.5195 | 1.4173 | 0.2213 |
Largest Winning Trade | 112330 | 112330 | 35534 | 14464 | 14464 | 7477 |
Largest Losing Trade | -83479 | -43390 | -83479 | -83479 | -6190 | -83479 |
Avg Bars in Trades | 95 | 111 | 80 | 95 | 111 | 80 |
Avg Bars in Winners | 103 | 128 | 86 | 103 | 128 | 86 |
Avg Bars in Losers | 87 | 98 | 70 | 87 | 98 | 70 |
Bars Traded | 11788 | 6799 | 4989 | 11788 | 6799 | 4989 |
Profit Streak | 14.7936 | 0 | 112.4603 | 14.7936 | 0 | 112.4603 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360050 | -154259 | -246319 | -579389 | -597214 | -731822 |
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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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