Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172802.203 | 64722.6035 | 108079.5995 | 110026.584 | -108567.5416 | 218594.1256 |
Total P&L (%) | 172.8022 | 64.7226 | 108.0796 | 110.0266 | -108.5675 | 218.5941 |
Avg Daily Profit (%) | 0.1849 | 0.0693 | 0.1157 | 0.0794 | 0 | 0.1241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106161 | -72255 | -70689 | -346054 | -321103 | -217407 |
Profit Factor | 1.3696 | 1.2764 | 1.4632 | 1.0888 | 0.838 | 1.3839 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 51.5625 | 48.4375 | 54.6875 | 51.5625 | 48.4375 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.2866 | 1.3587 | 1.2123 | 1.0228 | 0.8921 | 1.1467 |
Largest Winning Trade | 60533 | 60533 | 34430 | 108195 | 108195 | 107610 |
Largest Losing Trade | -37809 | -21624 | -37809 | -85989 | -80404 | -85989 |
Avg Bars in Trades | 86 | 79 | 93 | 86 | 79 | 93 |
Avg Bars in Winners | 96 | 86 | 105 | 96 | 86 | 105 |
Avg Bars in Losers | 74 | 72 | 77 | 74 | 72 | 77 |
Bars Traded | 11040 | 5081 | 5959 | 11040 | 5081 | 5959 |
Profit Streak | 4.0097 | 4.0097 | 9.5097 | 4.0097 | 4.0097 | 9.5097 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316555 | -240864 | -175412 | -208980 | -720776 | -164671 |
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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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