Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354683.7564 | 325589.3063 | 29094.4502 | 40487.6685 | -43157.7126 | 83645.3811 |
Total P&L (%) | 354.6838 | 325.5893 | 29.0945 | 40.4877 | -43.1577 | 83.6454 |
Avg Daily Profit (%) | 0.1539 | 0.1413 | 0.0126 | 0.0148 | -0.0245 | 0.0264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182750 | -161361 | -110317 | -519740 | -516921 | -161965 |
Profit Factor | 1.4868 | 1.9334 | 1.0766 | 1.0357 | 0.9419 | 1.2134 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 61.7886 | 65.5738 | 58.0645 | 61.7886 | 65.5738 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.9195 | 1.015 | 0.7776 | 0.6405 | 0.4945 | 0.8764 |
Largest Winning Trade | 67241 | 67241 | 27275 | 96636 | 96636 | 51506 |
Largest Losing Trade | -80332 | -80332 | -37826 | -435449 | -435449 | -46538 |
Avg Bars in Trades | 50 | 88 | 13 | 50 | 88 | 13 |
Avg Bars in Winners | 31 | 47 | 14 | 31 | 47 | 14 |
Avg Bars in Losers | 81 | 166 | 12 | 81 | 166 | 12 |
Bars Traded | 6245 | 5391 | 854 | 6245 | 5391 | 854 |
Profit Streak | 150.7895 | 150.7895 | 316.7895 | 150.7895 | 150.7895 | 316.7895 |
Trades During Streak | 7 | 3 | 10 | 7 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364097 | -160162 | -468441 | -354922 | -739087 | -311110 |
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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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