Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251327.7828 | 192951.5418 | 58376.2409 | -24699.0093 | 53626.1376 | -78325.1469 |
Total P&L (%) | 251.3278 | 192.9515 | 58.3762 | -24.699 | 53.6261 | -78.3251 |
Avg Daily Profit (%) | 0.1846 | 0.1417 | 0.0429 | -0.0208 | 0.0315 | -0.1122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254513 | -131671 | -190782 | -470670 | -154241 | -405045 |
Profit Factor | 1.3392 | 1.5271 | 1.1557 | 0.9768 | 1.1046 | 0.8581 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 53.2258 | 43.5484 | 62.9032 | 53.2258 | 43.5484 | 62.9032 |
Ratio Avg Win / Avg Loss | 1.1769 | 1.9796 | 0.6816 | 0.8584 | 1.4319 | 0.5061 |
Largest Winning Trade | 138181 | 138181 | 30367 | 245858 | 245858 | 48354 |
Largest Losing Trade | -71034 | -27049 | -71034 | -240126 | -99690 | -240126 |
Avg Bars in Trades | 64 | 59 | 69 | 64 | 59 | 69 |
Avg Bars in Winners | 83 | 82 | 84 | 83 | 82 | 84 |
Avg Bars in Losers | 41 | 40 | 43 | 41 | 40 | 43 |
Bars Traded | 7944 | 3665 | 4279 | 7944 | 3665 | 4279 |
Profit Streak | 20.7389 | 29.7389 | 0 | 20.7389 | 29.7389 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328056 | -157690 | -339839 | -579478 | -413691 | -733285 |
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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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