Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183586.6099 | 61180.8409 | 122405.769 | 127005.8342 | -9579.2567 | 136585.0909 |
Total P&L (%) | 183.5866 | 61.1808 | 122.4058 | 127.0058 | -9.5793 | 136.5851 |
Avg Daily Profit (%) | 0.1639 | 0.0546 | 0.1093 | 0.0732 | -0.009 | 0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109925 | -89745 | -44452 | -109371 | -105188 | -86712 |
Profit Factor | 1.4029 | 1.2529 | 1.5727 | 1.1792 | 0.9744 | 1.4076 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 47.0149 | 40.2985 | 53.7313 | 47.0149 | 40.2985 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.581 | 1.8561 | 1.3542 | 1.3289 | 1.4435 | 1.2121 |
Largest Winning Trade | 86815 | 86815 | 29557 | 72508 | 72508 | 55350 |
Largest Losing Trade | -32185 | -23323 | -32185 | -41252 | -28938 | -41252 |
Avg Bars in Trades | 49 | 42 | 55 | 49 | 42 | 55 |
Avg Bars in Winners | 68 | 61 | 74 | 68 | 61 | 74 |
Avg Bars in Losers | 31 | 29 | 34 | 31 | 29 | 34 |
Bars Traded | 6589 | 2840 | 3748 | 6589 | 2840 | 3748 |
Profit Streak | 24.8783 | 29.3783 | 24.8783 | 24.8783 | 29.3783 | 24.8783 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336806 | -239855 | -161010 | -118389 | -699302 | -205178 |
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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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