Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242002.3608 | 224080.4615 | 17921.8993 | -58744.2055 | -5543.6837 | -53200.5219 |
Total P&L (%) | 242.0024 | 224.0805 | 17.9219 | -58.7442 | -5.5437 | -53.2005 |
Avg Daily Profit (%) | 0.2323 | 0.2151 | 0.0172 | -0.085 | -0.0055 | -0.0729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162589 | -84205 | -142190 | -97390 | -44558 | -78140 |
Profit Factor | 1.3649 | 1.7595 | 1.0487 | 0.6978 | 0.9267 | 0.5521 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 60.3306 | 57.377 | 63.3333 | 60.3306 | 57.377 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.8975 | 1.307 | 0.6071 | 0.4588 | 0.6884 | 0.3196 |
Largest Winning Trade | 115503 | 115503 | 34515 | 12425 | 12425 | 5572 |
Largest Losing Trade | -87062 | -45816 | -87062 | -39106 | -32410 | -39106 |
Avg Bars in Trades | 204 | 213 | 195 | 204 | 213 | 195 |
Avg Bars in Winners | 136 | 119 | 151 | 136 | 119 | 151 |
Avg Bars in Losers | 308 | 340 | 270 | 308 | 340 | 270 |
Bars Traded | 24735 | 13032 | 11703 | 24735 | 13032 | 11703 |
Profit Streak | 13.4458 | 13.4458 | 64.3208 | 13.4458 | 13.4458 | 64.3208 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340192 | -150145 | -512742 | -578039 | -740899 | -746733 |
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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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