Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347234.2135 | 290115.7179 | 57118.4955 | 82222.3324 | 373772.131 | -291549.7986 |
Total P&L (%) | 347.2342 | 290.1157 | 57.1185 | 82.2223 | 373.7721 | -291.5498 |
Avg Daily Profit (%) | 0.2454 | 0.205 | 0.0404 | 0.0424 | 0.11 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140759 | -58224 | -127537 | -511088 | -124888 | -505120 |
Profit Factor | 1.4796 | 1.7993 | 1.1582 | 1.0496 | 1.5603 | 0.7054 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 52.7132 | 50.7692 | 54.6875 | 52.7132 | 50.7692 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.3273 | 1.7448 | 0.9596 | 0.9416 | 1.513 | 0.5845 |
Largest Winning Trade | 78903 | 78903 | 58840 | 90045 | 89882 | 90045 |
Largest Losing Trade | -78806 | -36826 | -78806 | -444535 | -89620 | -444535 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 2696 | 1360 | 1336 | 2696 | 1360 | 1336 |
Profit Streak | 28.5288 | 28.5288 | 60.0288 | 28.5288 | 28.5288 | 60.0288 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402113 | -119685 | -325352 | -301874 | -174124 | -718096 |
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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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