Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290763.6182 | 241061.7743 | 49701.8439 | -85979.6015 | 164249.0279 | -250228.6294 |
Total P&L (%) | 290.7636 | 241.0618 | 49.7018 | -85.9796 | 164.249 | -250.2286 |
Avg Daily Profit (%) | 0.1501 | 0.1245 | 0.0257 | -0.1014 | 0.0502 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187403 | -89563 | -150984 | -370440 | -136523 | -369765 |
Profit Factor | 1.3066 | 1.5563 | 1.0965 | 0.9199 | 1.4644 | 0.6524 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 55.0847 | 45.7627 | 64.4068 | 55.0847 | 45.7627 | 64.4068 |
Ratio Avg Win / Avg Loss | 1.0653 | 1.8445 | 0.6059 | 0.7501 | 1.7356 | 0.3605 |
Largest Winning Trade | 81274 | 81274 | 48302 | 125631 | 125631 | 47908 |
Largest Losing Trade | -89901 | -38077 | -89901 | -338252 | -52943 | -338252 |
Avg Bars in Trades | 65 | 64 | 65 | 65 | 64 | 65 |
Avg Bars in Winners | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Losers | 64 | 64 | 65 | 64 | 64 | 65 |
Bars Traded | 7674 | 3831 | 3843 | 7674 | 3831 | 3843 |
Profit Streak | 170.0902 | 186.3402 | 170.0902 | 170.0902 | 186.3402 | 170.0902 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354367 | -200984 | -449419 | -578253 | -300600 | -754179 |
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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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