Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258775.1174 | 184973.7507 | 73801.3667 | -26896.5833 | 71210.1059 | -98106.6891 |
Total P&L (%) | 258.7751 | 184.9738 | 73.8014 | -26.8966 | 71.2101 | -98.1067 |
Avg Daily Profit (%) | 0.1904 | 0.1361 | 0.0543 | -0.0231 | 0.0396 | -0.2915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126744 | -93413 | -125048 | -180087 | -114108 | -255905 |
Profit Factor | 1.3061 | 1.3979 | 1.1939 | 0.9702 | 1.1589 | 0.7847 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 55.3957 | 50 | 60.8696 | 55.3957 | 50 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.0516 | 1.3979 | 0.7675 | 0.7812 | 1.1589 | 0.5044 |
Largest Winning Trade | 70598 | 70598 | 38057 | 79491 | 79491 | 34781 |
Largest Losing Trade | -69370 | -46390 | -69370 | -113207 | -76882 | -113207 |
Avg Bars in Trades | 114 | 120 | 109 | 114 | 120 | 109 |
Avg Bars in Winners | 107 | 101 | 113 | 107 | 101 | 113 |
Avg Bars in Losers | 123 | 138 | 103 | 123 | 138 | 103 |
Bars Traded | 15945 | 8416 | 7529 | 15945 | 8416 | 7529 |
Profit Streak | 39.6269 | 39.6269 | 49.7936 | 39.6269 | 39.6269 | 49.7936 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368491 | -104114 | -228601 | -578202 | -279282 | -680058 |
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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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