Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183692.045 | 135879.7428 | 47812.3022 | 92134.1791 | 152190.9229 | -60056.7438 |
Total P&L (%) | 183.692 | 135.8797 | 47.8123 | 92.1342 | 152.1909 | -60.0567 |
Avg Daily Profit (%) | 0.1764 | 0.1305 | 0.0459 | 0.0627 | 0.0888 | -0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154466 | -73614 | -86319 | -793683 | -446815 | -381963 |
Profit Factor | 1.5064 | 1.7784 | 1.2541 | 1.0612 | 1.1979 | 0.9185 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 42.5287 | 34.8837 | 50 | 42.5287 | 34.8837 | 50 |
Ratio Avg Win / Avg Loss | 2.0356 | 3.3196 | 1.2541 | 1.434 | 2.2361 | 0.9185 |
Largest Winning Trade | 101691 | 101691 | 54390 | 371404 | 371404 | 154555 |
Largest Losing Trade | -28583 | -23554 | -28583 | -186839 | -186839 | -149540 |
Avg Bars in Trades | 282 | 241 | 322 | 282 | 241 | 322 |
Avg Bars in Winners | 428 | 384 | 458 | 428 | 384 | 458 |
Avg Bars in Losers | 173 | 163 | 186 | 173 | 163 | 186 |
Bars Traded | 24558 | 10364 | 14193 | 24558 | 10364 | 14193 |
Profit Streak | 40.7038 | 40.7038 | 48.9538 | 40.7038 | 40.7038 | 48.9538 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310605 | -20779 | -132279 | -263680 | -81364 | -579729 |
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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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