Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259152.8324 | 96929.7659 | 162223.0665 | -78467.5291 | -8765.7405 | -69701.7886 |
Total P&L (%) | 259.1528 | 96.9298 | 162.2231 | -78.4675 | -8.7657 | -69.7018 |
Avg Daily Profit (%) | 0.1618 | 0.0605 | 0.1013 | -0.0958 | -0.0057 | -0.0745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165900 | -89160 | -173682 | -360596 | -220356 | -418818 |
Profit Factor | 1.3147 | 1.2739 | 1.3455 | 0.9399 | 0.9814 | 0.9165 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 56.0606 | 51.5152 | 60.6061 | 56.0606 | 51.5152 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.0305 | 1.1989 | 0.8746 | 0.7367 | 0.9237 | 0.5957 |
Largest Winning Trade | 53541 | 41476 | 53541 | 83037 | 54257 | 83037 |
Largest Losing Trade | -94953 | -32684 | -94953 | -288193 | -66293 | -288193 |
Avg Bars in Trades | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 4726 | 2362 | 2364 | 4726 | 2362 | 2364 |
Profit Streak | 19.7192 | 0 | 79.3859 | 19.7192 | 0 | 79.3859 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329768 | -236192 | -180530 | -579085 | -704761 | -702214 |
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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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