Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236348.4212 | 196109.2269 | 40239.1943 | 47517.0775 | 61151.6955 | -13634.618 |
Total P&L (%) | 236.3484 | 196.1092 | 40.2392 | 47.5171 | 61.1517 | -13.6346 |
Avg Daily Profit (%) | 0.1657 | 0.1375 | 0.0282 | 0.0273 | 0.0335 | -0.0103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117191 | -56587 | -96009 | -124053 | -43485 | -113526 |
Profit Factor | 1.3543 | 1.8774 | 1.0907 | 1.1092 | 1.4574 | 0.9548 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 45.9259 | 46.2687 | 45.5882 | 45.9259 | 46.2687 | 45.5882 |
Ratio Avg Win / Avg Loss | 1.5946 | 2.1802 | 1.3018 | 1.306 | 1.6925 | 1.1396 |
Largest Winning Trade | 91432 | 91432 | 66419 | 54519 | 39001 | 54519 |
Largest Losing Trade | -47596 | -22312 | -47596 | -66824 | -15635 | -66824 |
Avg Bars in Trades | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Winners | 62 | 54 | 70 | 62 | 54 | 70 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 5546 | 2476 | 3070 | 5546 | 2476 | 3070 |
Profit Streak | 86.4217 | 97.4217 | 86.4217 | 86.4217 | 97.4217 | 86.4217 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325253 | -123423 | -388361 | -258285 | -264088 | -689324 |
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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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