Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281771.9034 | 233905.1624 | 47866.741 | 109045.186 | 42209.0261 | 66836.1599 |
Total P&L (%) | 281.7719 | 233.9052 | 47.8667 | 109.0452 | 42.209 | 66.8362 |
Avg Daily Profit (%) | 0.1992 | 0.1654 | 0.0338 | 0.0521 | 0.0249 | 0.0362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134549 | -97467 | -99832 | -96003 | -80492 | -41485 |
Profit Factor | 1.5733 | 1.9007 | 1.2065 | 1.404 | 1.2525 | 1.6505 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 50.7463 | 45.4545 | 55.8824 | 50.7463 | 45.4545 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.527 | 2.2808 | 0.9525 | 1.3627 | 1.503 | 1.303 |
Largest Winning Trade | 80062 | 80062 | 32466 | 55885 | 55885 | 27829 |
Largest Losing Trade | -50819 | -43451 | -50819 | -38848 | -38848 | -25693 |
Avg Bars in Trades | 80 | 92 | 68 | 80 | 92 | 68 |
Avg Bars in Winners | 90 | 99 | 83 | 90 | 99 | 83 |
Avg Bars in Losers | 69 | 85 | 50 | 69 | 85 | 50 |
Bars Traded | 5367 | 3036 | 2331 | 5367 | 3036 | 2331 |
Profit Streak | 205.4964 | 205.4964 | 303.2464 | 205.4964 | 205.4964 | 303.2464 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109012 | 364218 | -149228 | -242053 | -161547 | -140612 |
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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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