Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173400.8663 | 88918.7785 | 84482.0877 | -26246.0108 | 23408.7199 | -49654.7307 |
Total P&L (%) | 173.4009 | 88.9188 | 84.4821 | -26.246 | 23.4087 | -49.6547 |
Avg Daily Profit (%) | 0.3329 | 0.1707 | 0.1622 | -0.0584 | 0.0404 | -0.1317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108243 | -51541 | -88669 | -121176 | -28747 | -115527 |
Profit Factor | 1.5579 | 1.8999 | 1.3985 | 0.8911 | 1.4407 | 0.7358 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 62.5 | 60.9375 | 64.0625 | 62.5 | 60.9375 | 64.0625 |
Ratio Avg Win / Avg Loss | 0.9348 | 1.2179 | 0.7845 | 0.5347 | 0.9235 | 0.4127 |
Largest Winning Trade | 118716 | 118716 | 66503 | 37526 | 37526 | 12625 |
Largest Losing Trade | -88235 | -21416 | -88235 | -111441 | -13179 | -111441 |
Avg Bars in Trades | 193 | 20 | 366 | 193 | 20 | 366 |
Avg Bars in Winners | 126 | 14 | 231 | 126 | 14 | 231 |
Avg Bars in Losers | 306 | 30 | 607 | 306 | 30 | 607 |
Bars Traded | 24811 | 1326 | 23485 | 24811 | 1326 | 23485 |
Profit Streak | 19.229 | 19.229 | 19.4998 | 19.229 | 19.229 | 19.4998 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418076 | -127628 | -130543 | -577915 | -281784 | -717639 |
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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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