Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244454.1467 | 181061.6484 | 63392.4983 | 56639.3625 | 121434.1596 | -64794.7971 |
Total P&L (%) | 244.4541 | 181.0616 | 63.3925 | 56.6394 | 121.4342 | -64.7948 |
Avg Daily Profit (%) | 0.1726 | 0.1279 | 0.0448 | 0.0317 | 0.0562 | -0.0737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125503 | -71340 | -80472 | -485480 | -322148 | -188306 |
Profit Factor | 1.3927 | 1.5235 | 1.2292 | 1.0469 | 1.1838 | 0.8814 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 55.5556 | 51.7241 | 59.322 | 55.5556 | 51.7241 | 59.322 |
Ratio Avg Win / Avg Loss | 1.1142 | 1.422 | 0.8429 | 0.8375 | 1.1049 | 0.6044 |
Largest Winning Trade | 90879 | 90879 | 22663 | 298329 | 298329 | 58090 |
Largest Losing Trade | -52682 | -52682 | -41193 | -149251 | -129256 | -149251 |
Avg Bars in Trades | 35 | 47 | 22 | 35 | 47 | 22 |
Avg Bars in Winners | 27 | 39 | 16 | 27 | 39 | 16 |
Avg Bars in Losers | 44 | 56 | 31 | 44 | 56 | 31 |
Bars Traded | 4095 | 2760 | 1335 | 4095 | 2760 | 1335 |
Profit Streak | 8.5188 | 10.5188 | 8.5188 | 8.5188 | 10.5188 | 8.5188 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366894 | -200046 | -310093 | -319865 | -315468 | -755301 |
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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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