Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146599.1811 | 101437.1968 | 45161.9843 | 160000.0351 | 187532.0481 | -27532.013 |
Total P&L (%) | 146.5992 | 101.4372 | 45.162 | 160 | 187.532 | -27.532 |
Avg Daily Profit (%) | 0.5505 | 0.3809 | 0.1696 | 0.3594 | 0.3974 | -0.1208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58451 | -34129 | -53145 | -196803 | -94922 | -175917 |
Profit Factor | 1.4376 | 1.6864 | 1.2412 | 1.2279 | 1.6755 | 0.9351 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 51.6129 | 54.8387 | 48.3871 | 51.6129 | 54.8387 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.3478 | 1.3888 | 1.324 | 1.1512 | 1.3798 | 0.9975 |
Largest Winning Trade | 32546 | 32546 | 28378 | 95596 | 95596 | 45132 |
Largest Losing Trade | -20550 | -13905 | -20550 | -66112 | -39136 | -66112 |
Avg Bars in Trades | 100 | 99 | 102 | 100 | 99 | 102 |
Avg Bars in Winners | 124 | 118 | 130 | 124 | 118 | 130 |
Avg Bars in Losers | 75 | 76 | 75 | 75 | 76 | 75 |
Bars Traded | 12499 | 6160 | 6339 | 12499 | 6160 | 6339 |
Profit Streak | 273.4179 | 274.3762 | 273.4179 | 273.4179 | 274.3762 | 273.4179 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433894 | -142709 | -150273 | 328982 | -142589 | -736373 |
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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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