Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235342.1724 | 194841.1588 | 40501.0137 | 9000.5308 | 67971.6727 | -58971.1419 |
Total P&L (%) | 235.3422 | 194.8412 | 40.501 | 9.0005 | 67.9717 | -58.9711 |
Avg Daily Profit (%) | 0.1658 | 0.1373 | 0.0285 | 0.0061 | 0.0365 | -0.0627 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93550 | -67835 | -69954 | -131061 | -56038 | -124921 |
Profit Factor | 1.3417 | 1.5497 | 1.1211 | 1.0127 | 1.2017 | 0.842 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 56.5517 | 50 | 63.0137 | 56.5517 | 50 | 63.0137 |
Ratio Avg Win / Avg Loss | 1.0308 | 1.5497 | 0.6581 | 0.778 | 1.2017 | 0.4942 |
Largest Winning Trade | 130982 | 130982 | 34131 | 80550 | 80550 | 44783 |
Largest Losing Trade | -52695 | -52695 | -43215 | -70107 | -53732 | -70107 |
Avg Bars in Trades | 18 | 23 | 14 | 18 | 23 | 14 |
Avg Bars in Winners | 18 | 25 | 14 | 18 | 25 | 14 |
Avg Bars in Losers | 18 | 21 | 14 | 18 | 21 | 14 |
Bars Traded | 2731 | 1687 | 1044 | 2731 | 1687 | 1044 |
Profit Streak | 45.9676 | 45.9676 | 60.9676 | 45.9676 | 45.9676 | 60.9676 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381489 | -85695 | -314617 | -555810 | -223358 | -649517 |
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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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