Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333226.7533 | 214201.65 | 119025.1032 | 148899.7395 | 98791.5426 | 50108.1969 |
Total P&L (%) | 333.2268 | 214.2017 | 119.0251 | 148.8997 | 98.7915 | 50.1082 |
Avg Daily Profit (%) | 0.2462 | 0.1583 | 0.088 | 0.0674 | 0.0508 | 0.03 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110580 | -82597 | -77145 | -150244 | -145854 | -139800 |
Profit Factor | 1.4778 | 1.6266 | 1.3347 | 1.152 | 1.2128 | 1.0972 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
Profitability (%) | 43.1818 | 33.3333 | 53.0303 | 43.1818 | 33.3333 | 53.0303 |
Ratio Avg Win / Avg Loss | 1.9445 | 3.2532 | 1.1822 | 1.5157 | 2.4256 | 0.9718 |
Largest Winning Trade | 145664 | 145664 | 51975 | 115495 | 115495 | 76491 |
Largest Losing Trade | -43790 | -26699 | -43790 | -67417 | -40935 | -67417 |
Avg Bars in Trades | 119 | 110 | 129 | 119 | 110 | 129 |
Avg Bars in Winners | 187 | 191 | 184 | 187 | 191 | 184 |
Avg Bars in Losers | 68 | 69 | 67 | 68 | 69 | 67 |
Bars Traded | 15806 | 7263 | 8543 | 15806 | 7263 | 8543 |
Profit Streak | 29.7112 | 30.4612 | 29.7112 | 29.7112 | 30.4612 | 29.7112 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324003 | -120055 | -198484 | -156488 | -254829 | -392636 |
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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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