Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262617.3404 | 53131.3765 | 209485.9639 | 142502.403 | 72875.2548 | 69627.1482 |
Total P&L (%) | 262.6173 | 53.1314 | 209.486 | 142.5024 | 72.8753 | 69.6271 |
Avg Daily Profit (%) | 0.1583 | 0.032 | 0.1263 | 0.0534 | 0.033 | 0.0319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173699 | -52393 | -146902 | -689872 | -113340 | -683435 |
Profit Factor | 1.6297 | 1.4012 | 1.736 | 1.1393 | 1.3131 | 1.0881 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 107 | 47 | 60 | 55 | 31 | 24 |
Losing Trades | 25 | 19 | 6 | 77 | 35 | 42 |
Profitability (%) | 81.0606 | 71.2121 | 90.9091 | 41.6667 | 46.9697 | 36.3636 |
Ratio Avg Win / Avg Loss | 0.3808 | 0.5665 | 0.1736 | 1.5951 | 1.4826 | 1.9042 |
Largest Winning Trade | 41892 | 21975 | 41892 | 501345 | 60943 | 501345 |
Largest Losing Trade | -146902 | -35140 | -146902 | -287550 | -34007 | -287550 |
Avg Bars in Trades | 48 | 10 | 87 | 48 | 10 | 87 |
Avg Bars in Winners | 32 | 4 | 54 | 52 | 12 | 102 |
Avg Bars in Losers | 121 | 24 | 425 | 46 | 7 | 79 |
Bars Traded | 6467 | 672 | 5795 | 6467 | 672 | 5795 |
Profit Streak | 1.6996 | 169.6996 | 0 | 1.6996 | 169.6996 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354625 | -271928 | -143136 | -192954 | -272581 | -402569 |
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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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