Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150526.8559 | 57095.1377 | 93431.7183 | 109745.3397 | 45904.5033 | 63840.8364 |
Total P&L (%) | 150.5269 | 57.0951 | 93.4317 | 109.7453 | 45.9045 | 63.8408 |
Avg Daily Profit (%) | 0.289 | 0.1096 | 0.1794 | 0.1423 | 0.0726 | 0.0948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77072 | -61877 | -77108 | -84327 | -68204 | -87555 |
Profit Factor | 1.365 | 1.2714 | 1.4625 | 1.2308 | 1.1991 | 1.2607 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 64.8 | 60.3175 | 69.3548 | 64.8 | 60.3175 | 69.3548 |
Ratio Avg Win / Avg Loss | 0.7415 | 0.8364 | 0.6462 | 0.6686 | 0.7889 | 0.5571 |
Largest Winning Trade | 26043 | 24798 | 26043 | 20605 | 19860 | 20605 |
Largest Losing Trade | -45422 | -27341 | -45422 | -51932 | -34937 | -51932 |
Avg Bars in Trades | 195 | 204 | 186 | 195 | 204 | 186 |
Avg Bars in Winners | 130 | 139 | 123 | 130 | 139 | 123 |
Avg Bars in Losers | 315 | 304 | 330 | 315 | 304 | 330 |
Bars Traded | 24486 | 12895 | 11591 | 24486 | 12895 | 11591 |
Profit Streak | 5.4762 | 5.4762 | 19.1846 | 5.4762 | 5.4762 | 19.1846 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361967 | -194465 | -144319 | -2192 | -246176 | -219760 |
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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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