Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279031.44 | 70487.4272 | 208544.0128 | 191302.5935 | 28472.6528 | 162829.9407 |
Total P&L (%) | 279.0314 | 70.4874 | 208.544 | 191.3026 | 28.4727 | 162.8299 |
Avg Daily Profit (%) | 0.2156 | 0.0545 | 0.1612 | 0.0827 | 0.0194 | 0.0747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104308 | -102340 | -81276 | -103914 | -83956 | -109620 |
Profit Factor | 1.4636 | 1.2145 | 1.7631 | 1.3088 | 1.0888 | 1.5448 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 45.2381 | 39.6825 | 50.7937 | 45.2381 | 39.6825 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.7717 | 1.846 | 1.708 | 1.5843 | 1.6549 | 1.4965 |
Largest Winning Trade | 103613 | 103613 | 56971 | 75536 | 75536 | 61576 |
Largest Losing Trade | -50543 | -50543 | -24862 | -52240 | -50543 | -52240 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 31 | 26 | 34 | 31 | 26 | 34 |
Avg Bars in Losers | 28 | 32 | 23 | 28 | 32 | 23 |
Bars Traded | 3714 | 1886 | 1828 | 3714 | 1886 | 1828 |
Profit Streak | 49.1153 | 49.1153 | 66.1153 | 49.1153 | 49.1153 | 66.1153 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364542 | -269632 | -134696 | -81166 | -442125 | -236946 |
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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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