Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268377.6145 | 191209.7031 | 77167.9114 | 55212.8376 | 111091.9928 | -55879.1552 |
Total P&L (%) | 268.3776 | 191.2097 | 77.1679 | 55.2128 | 111.092 | -55.8792 |
Avg Daily Profit (%) | 0.2576 | 0.1836 | 0.0741 | 0.0422 | 0.0717 | -0.0785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87662 | -52871 | -87662 | -133063 | -81962 | -141952 |
Profit Factor | 1.6502 | 2.2641 | 1.2951 | 1.112 | 1.708 | 0.8338 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 79.798 | 77.551 | 82 | 79.798 | 77.551 | 82 |
Ratio Avg Win / Avg Loss | 0.4178 | 0.6554 | 0.2843 | 0.2815 | 0.4944 | 0.183 |
Largest Winning Trade | 24439 | 24439 | 17231 | 24734 | 23945 | 24734 |
Largest Losing Trade | -87662 | -37556 | -87662 | -133063 | -64124 | -133063 |
Avg Bars in Trades | 247 | 268 | 227 | 247 | 268 | 227 |
Avg Bars in Winners | 153 | 156 | 150 | 153 | 156 | 150 |
Avg Bars in Losers | 619 | 656 | 574 | 619 | 656 | 574 |
Bars Traded | 24530 | 13171 | 11359 | 24530 | 13171 | 11359 |
Profit Streak | 19.201 | 19.201 | 34.826 | 19.201 | 19.201 | 34.826 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516134 | 476610 | -270624 | -230658 | -92455 | -755757 |
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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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