Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335265.1995 | 247795.7544 | 87469.4451 | 120848.782 | 154425.4222 | -33576.6402 |
Total P&L (%) | 335.2652 | 247.7958 | 87.4694 | 120.8488 | 154.4254 | -33.5766 |
Avg Daily Profit (%) | 0.3219 | 0.2379 | 0.084 | 0.0761 | 0.0897 | -0.0393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103270 | -75909 | -88221 | -140260 | -118979 | -155181 |
Profit Factor | 1.6 | 2.0737 | 1.2667 | 1.1743 | 1.6019 | 0.9231 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 70.6767 | 65.6716 | 75.7576 | 70.6767 | 65.6716 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.6638 | 1.084 | 0.4053 | 0.4872 | 0.8373 | 0.2954 |
Largest Winning Trade | 37540 | 37540 | 29729 | 34083 | 32869 | 34083 |
Largest Losing Trade | -87003 | -39498 | -87003 | -140260 | -90488 | -140260 |
Avg Bars in Trades | 186 | 195 | 176 | 186 | 195 | 176 |
Avg Bars in Winners | 123 | 125 | 122 | 123 | 125 | 122 |
Avg Bars in Losers | 335 | 331 | 342 | 335 | 331 | 342 |
Bars Traded | 24742 | 13122 | 11620 | 24742 | 13122 | 11620 |
Profit Streak | 24.3488 | 24.3488 | 47.6405 | 24.3488 | 24.3488 | 47.6405 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484231 | -102843 | -202056 | -117227 | -186588 | -700201 |
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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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