Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215809.7106 | 201122.3094 | 14687.4012 | -31249.4351 | 1431.636 | -32681.0711 |
Total P&L (%) | 215.8097 | 201.1223 | 14.6874 | -31.2494 | 1.4316 | -32.6811 |
Avg Daily Profit (%) | 0.1509 | 0.1406 | 0.0103 | -0.0262 | 0.001 | -0.0277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203855 | -104496 | -114018 | -121171 | -41124 | -86938 |
Profit Factor | 1.3056 | 1.6553 | 1.0368 | 0.8702 | 1.0162 | 0.7855 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 45.7516 | 42.8571 | 48.6842 | 45.7516 | 42.8571 | 48.6842 |
Ratio Avg Win / Avg Loss | 1.5481 | 2.2071 | 1.0928 | 1.0319 | 1.3549 | 0.828 |
Largest Winning Trade | 127045 | 127045 | 34911 | 32647 | 14478 | 32647 |
Largest Losing Trade | -76035 | -32904 | -76035 | -61670 | -22779 | -61670 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 23 | 27 | 19 | 23 | 27 | 19 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 2732 | 1527 | 1205 | 2732 | 1527 | 1205 |
Profit Streak | 88.0691 | 102.0691 | 88.0691 | 88.0691 | 102.0691 | 88.0691 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338195 | -45207 | -427447 | -578147 | -603041 | -629107 |
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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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