Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59083.6893 | -11571.0281 | 70654.7174 | 40958.2368 | -26219.5255 | 67177.7623 |
Total P&L (%) | 59.0837 | -11.571 | 70.6547 | 40.9582 | -26.2195 | 67.1778 |
Avg Daily Profit (%) | 0.2269 | -0.0444 | 0.2713 | 0.1319 | -0.1167 | 0.1975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68327 | -38024 | -38948 | -67618 | -46598 | -33816 |
Profit Factor | 1.1963 | 0.937 | 1.6018 | 1.1505 | 0.8474 | 1.6699 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 58.6207 | 56.4356 | 60.7843 | 58.6207 | 56.4356 | 60.7843 |
Ratio Avg Win / Avg Loss | 0.8444 | 0.7233 | 1.0334 | 0.8121 | 0.6542 | 1.0774 |
Largest Winning Trade | 27038 | 7693 | 27038 | 30000 | 6962 | 30000 |
Largest Losing Trade | -29467 | -29467 | -15842 | -29095 | -29095 | -11611 |
Avg Bars in Trades | 121 | 121 | 122 | 121 | 121 | 122 |
Avg Bars in Winners | 86 | 78 | 94 | 86 | 78 | 94 |
Avg Bars in Losers | 171 | 176 | 165 | 171 | 176 | 165 |
Bars Traded | 24718 | 12233 | 12485 | 24718 | 12233 | 12485 |
Profit Streak | 7.3087 | 14.767 | 7.3087 | 7.3087 | 14.767 | 7.3087 |
Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 119639 | -579970 | 413525 | -73185 | -579970 | 388784 |
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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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