Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186732.6138 | 135901.8802 | 50830.7336 | 76720.6646 | 94249.5852 | -17528.9206 |
Total P&L (%) | 186.7326 | 135.9019 | 50.8307 | 76.7207 | 94.2496 | -17.5289 |
Avg Daily Profit (%) | 0.1492 | 0.1086 | 0.0406 | 0.0455 | 0.0531 | -0.0154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141083 | -86251 | -89319 | -248466 | -111820 | -181893 |
Profit Factor | 1.3836 | 1.539 | 1.2167 | 1.1109 | 1.2841 | 0.9513 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 57.2917 | 52.0833 | 62.5 | 57.2917 | 52.0833 | 62.5 |
Ratio Avg Win / Avg Loss | 1.0314 | 1.4159 | 0.73 | 0.8282 | 1.1814 | 0.5708 |
Largest Winning Trade | 67092 | 67092 | 23352 | 71748 | 71748 | 36789 |
Largest Losing Trade | -53411 | -42295 | -53411 | -69092 | -42392 | -69092 |
Avg Bars in Trades | 24 | 31 | 17 | 24 | 31 | 17 |
Avg Bars in Winners | 20 | 27 | 15 | 20 | 27 | 15 |
Avg Bars in Losers | 29 | 35 | 22 | 29 | 35 | 22 |
Bars Traded | 2358 | 1509 | 849 | 2358 | 1509 | 849 |
Profit Streak | 19.3502 | 19.3502 | 23.8502 | 19.3502 | 19.3502 | 23.8502 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333914 | -45557 | -139489 | -229737 | -121145 | -578246 |
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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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