Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301880.0224 | 231297.3276 | 70582.6948 | 40523.2091 | 172500.6118 | -131977.4027 |
Total P&L (%) | 301.88 | 231.2973 | 70.5827 | 40.5232 | 172.5006 | -131.9774 |
Avg Daily Profit (%) | 0.2231 | 0.1709 | 0.0522 | 0.0251 | 0.0741 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145496 | -53505 | -164723 | -354341 | -132185 | -379125 |
Profit Factor | 1.3962 | 1.7058 | 1.1626 | 1.032 | 1.3424 | 0.8267 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 52.9915 | 47.4576 | 58.6207 | 52.9915 | 47.4576 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.2386 | 1.8885 | 0.8206 | 0.9155 | 1.4862 | 0.5836 |
Largest Winning Trade | 50893 | 50893 | 41781 | 132370 | 132370 | 44364 |
Largest Losing Trade | -63612 | -37033 | -63612 | -204796 | -66151 | -204796 |
Avg Bars in Trades | 66 | 62 | 70 | 66 | 62 | 70 |
Avg Bars in Winners | 68 | 66 | 69 | 68 | 66 | 69 |
Avg Bars in Losers | 64 | 59 | 70 | 64 | 59 | 70 |
Bars Traded | 7779 | 3704 | 4075 | 7779 | 3704 | 4075 |
Profit Streak | 49.2796 | 64.4462 | 49.2796 | 49.2796 | 64.4462 | 49.2796 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381799 | -166091 | -344988 | -346317 | -270357 | -759152 |
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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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