Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155003.5747 | -38031.0314 | 193034.6061 | 48315.8443 | -35145.4468 | 83461.2911 |
Total P&L (%) | 155.0036 | -38.031 | 193.0346 | 48.3158 | -35.1454 | 83.4613 |
Avg Daily Profit (%) | 0.1507 | -0.037 | 0.1877 | 0.0383 | -0.0421 | 0.059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131684 | -129653 | -54386 | -184725 | -117277 | -83631 |
Profit Factor | 1.3131 | 0.8848 | 2.1697 | 1.1077 | 0.8738 | 1.4913 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 76.7123 | 72.6027 | 80.8219 | 76.7123 | 72.6027 | 80.8219 |
Ratio Avg Win / Avg Loss | 0.3986 | 0.3339 | 0.5148 | 0.3363 | 0.3297 | 0.3539 |
Largest Winning Trade | 29536 | 17840 | 29536 | 18789 | 14274 | 18789 |
Largest Losing Trade | -53279 | -44226 | -53279 | -81275 | -57827 | -81275 |
Avg Bars in Trades | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Winners | 13 | 8 | 18 | 13 | 8 | 18 |
Avg Bars in Losers | 67 | 67 | 66 | 67 | 67 | 66 |
Bars Traded | 3828 | 1814 | 2014 | 3828 | 1814 | 2014 |
Profit Streak | 48.2862 | 48.2862 | 64.2862 | 48.2862 | 48.2862 | 64.2862 |
Trades During Streak | 17 | 8 | 11 | 17 | 8 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428634 | -647622 | -56894 | -240627 | -647622 | -180268 |
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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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