Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254148.1145 | 219976.3597 | 34171.7549 | -5555.8149 | -41793.7003 | 36237.8854 |
Total P&L (%) | 254.1481 | 219.9764 | 34.1718 | -5.5558 | -41.7937 | 36.2379 |
Avg Daily Profit (%) | 0.1861 | 0.1611 | 0.025 | -0.0042 | -0.0396 | 0.0226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123786 | -102803 | -90336 | -263605 | -220225 | -133850 |
Profit Factor | 1.4524 | 1.691 | 1.1403 | 0.9923 | 0.9068 | 1.131 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 47.541 | 45.1613 | 50 | 47.541 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 1.6026 | 2.0534 | 1.1403 | 1.095 | 1.1011 | 1.131 |
Largest Winning Trade | 150804 | 150804 | 54312 | 74414 | 71101 | 74414 |
Largest Losing Trade | -46572 | -46572 | -42178 | -121400 | -121400 | -43997 |
Avg Bars in Trades | 128 | 130 | 125 | 128 | 130 | 125 |
Avg Bars in Winners | 168 | 155 | 180 | 168 | 155 | 180 |
Avg Bars in Losers | 91 | 111 | 70 | 91 | 111 | 70 |
Bars Traded | 7816 | 4060 | 3756 | 7816 | 4060 | 3756 |
Profit Streak | 25.7315 | 52.5648 | 0 | 25.7315 | 52.5648 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156785 | 328815 | -228380 | -745525 | -580469 | -241630 |
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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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