Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213672.0127 | 117096.5651 | 96575.4476 | 39453.6797 | 51954.6702 | -12500.9904 |
Total P&L (%) | 213.672 | 117.0966 | 96.5754 | 39.4537 | 51.9547 | -12.501 |
Avg Daily Profit (%) | 0.2051 | 0.1124 | 0.0927 | 0.0319 | 0.0402 | -0.0128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115066 | -85359 | -89224 | -140976 | -111858 | -112237 |
Profit Factor | 1.2988 | 1.3722 | 1.2411 | 1.0499 | 1.1538 | 0.9724 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 132 | 59 | 73 | 132 | 59 | 73 |
Losing Trades | 97 | 55 | 42 | 97 | 55 | 42 |
Profitability (%) | 57.6419 | 51.7544 | 63.4783 | 57.6419 | 51.7544 | 63.4783 |
Ratio Avg Win / Avg Loss | 0.9544 | 1.2792 | 0.7141 | 0.7715 | 1.0756 | 0.5595 |
Largest Winning Trade | 32642 | 32642 | 25267 | 30577 | 30577 | 24556 |
Largest Losing Trade | -75345 | -26527 | -75345 | -93618 | -46219 | -93618 |
Avg Bars in Trades | 107 | 108 | 107 | 107 | 108 | 107 |
Avg Bars in Winners | 83 | 91 | 77 | 83 | 91 | 77 |
Avg Bars in Losers | 139 | 125 | 158 | 139 | 125 | 158 |
Bars Traded | 24626 | 12317 | 12309 | 24626 | 12317 | 12309 |
Profit Streak | 14.4187 | 38.0854 | 14.4187 | 14.4187 | 38.0854 | 14.4187 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336177 | -40989 | -69042 | -316541 | -190409 | -578687 |
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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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