Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92764.2764 | 30810.8749 | 61953.4015 | 20517.0881 | 34957.3029 | -14440.2148 |
Total P&L (%) | 92.7643 | 30.8109 | 61.9534 | 20.5171 | 34.9573 | -14.4402 |
Avg Daily Profit (%) | 0.1781 | 0.0592 | 0.119 | 0.0358 | 0.0576 | -0.0299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81154 | -17417 | -80393 | -128939 | -21723 | -134714 |
Profit Factor | 1.2683 | 1.4159 | 1.2281 | 1.0399 | 1.37 | 0.9656 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 55.0336 | 49.3333 | 60.8108 | 55.0336 | 49.3333 | 60.8108 |
Ratio Avg Win / Avg Loss | 1.0363 | 1.4542 | 0.7914 | 0.8497 | 1.4071 | 0.6222 |
Largest Winning Trade | 28860 | 9316 | 28860 | 27085 | 13512 | 27085 |
Largest Losing Trade | -52805 | -5815 | -52805 | -74035 | -8320 | -74035 |
Avg Bars in Trades | 162 | 27 | 300 | 162 | 27 | 300 |
Avg Bars in Winners | 128 | 27 | 211 | 128 | 27 | 211 |
Avg Bars in Losers | 205 | 26 | 438 | 205 | 26 | 438 |
Bars Traded | 24275 | 2032 | 22243 | 24275 | 2032 | 22243 |
Profit Streak | 13.2339 | 13.2339 | 40.8589 | 13.2339 | 13.2339 | 40.8589 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319741 | -173079 | -98543 | -328271 | -175099 | -642557 |
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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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