Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459611.0479 | 295532.5219 | 164078.526 | 36782.5922 | 47524.4911 | -10741.8989 |
Total P&L (%) | 459.611 | 295.5325 | 164.0785 | 36.7826 | 47.5245 | -10.7419 |
Avg Daily Profit (%) | 0.2406 | 0.1547 | 0.0859 | 0.0164 | 0.0204 | -0.0059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150700 | -118030 | -123658 | -354090 | -273213 | -220906 |
Profit Factor | 1.5496 | 1.7349 | 1.3779 | 1.0204 | 1.054 | 0.9883 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 66.9291 | 60.9375 | 73.0159 | 66.9291 | 60.9375 | 73.0159 |
Ratio Avg Win / Avg Loss | 0.7657 | 1.1121 | 0.5092 | 0.5042 | 0.6756 | 0.3652 |
Largest Winning Trade | 66237 | 66237 | 50912 | 81214 | 81214 | 68797 |
Largest Losing Trade | -77636 | -51436 | -77636 | -184294 | -143049 | -184294 |
Avg Bars in Trades | 87 | 82 | 93 | 87 | 82 | 93 |
Avg Bars in Winners | 67 | 51 | 81 | 67 | 51 | 81 |
Avg Bars in Losers | 129 | 130 | 126 | 129 | 130 | 126 |
Bars Traded | 11154 | 5278 | 5876 | 11154 | 5278 | 5876 |
Profit Streak | 68.0121 | 97.6788 | 68.0121 | 68.0121 | 97.6788 | 68.0121 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434585 | -126912 | -221636 | -368994 | -466364 | -723041 |
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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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