Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259926.7953 | 213611.1106 | 46315.6846 | 82800.3584 | 103334.0017 | -20533.6433 |
Total P&L (%) | 259.9268 | 213.6111 | 46.3157 | 82.8004 | 103.334 | -20.5336 |
Avg Daily Profit (%) | 0.2104 | 0.1729 | 0.0375 | 0.0488 | 0.0575 | -0.0186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103178 | -70280 | -43134 | -214633 | -109750 | -122272 |
Profit Factor | 1.4331 | 1.6767 | 1.1628 | 1.1093 | 1.2849 | 0.948 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 53.6585 | 45.9016 | 61.2903 | 53.6585 | 45.9016 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.2377 | 1.9761 | 0.7344 | 0.958 | 1.5143 | 0.5987 |
Largest Winning Trade | 132306 | 132306 | 27214 | 134437 | 134437 | 39701 |
Largest Losing Trade | -43134 | -28004 | -43134 | -120487 | -34631 | -120487 |
Avg Bars in Trades | 28 | 38 | 18 | 28 | 38 | 18 |
Avg Bars in Winners | 30 | 43 | 20 | 30 | 43 | 20 |
Avg Bars in Losers | 25 | 33 | 14 | 25 | 33 | 14 |
Bars Traded | 3467 | 2345 | 1122 | 3467 | 2345 | 1122 |
Profit Streak | 3.6993 | 0 | 70.0326 | 3.6993 | 0 | 70.0326 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330748 | -152708 | -338650 | -229078 | -278357 | -731838 |
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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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