Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413669.1983 | 368870.4743 | 44798.724 | -53602.1941 | 82590.3207 | -136192.5147 |
Total P&L (%) | 413.6692 | 368.8705 | 44.7987 | -53.6022 | 82.5903 | -136.1925 |
Avg Daily Profit (%) | 0.1797 | 0.1603 | 0.0195 | -0.0334 | 0.0262 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111770 | -167918 | -109327 | -191394 | -55239 | -219643 |
Profit Factor | 1.6943 | 2.1463 | 1.1635 | 0.8383 | 1.9565 | 0.4442 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 46.9697 | 42.4242 | 51.5152 | 46.9697 | 42.4242 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.9129 | 2.9128 | 1.095 | 0.9464 | 2.6552 | 0.4181 |
Largest Winning Trade | 221975 | 221975 | 53319 | 53319 | 31806 | 53319 |
Largest Losing Trade | -92557 | -32094 | -92557 | -184936 | -13469 | -184936 |
Avg Bars in Trades | 89 | 110 | 69 | 89 | 110 | 69 |
Avg Bars in Winners | 98 | 111 | 88 | 98 | 111 | 88 |
Avg Bars in Losers | 81 | 110 | 48 | 81 | 110 | 48 |
Bars Traded | 5930 | 3649 | 2281 | 5930 | 3649 | 2281 |
Profit Streak | 135.613 | 135.613 | 256.9463 | 135.613 | 135.613 | 256.9463 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118337 | 322645 | -208204 | -709773 | -156609 | -579635 |
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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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