Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226024.4622 | 185348.6296 | 40675.8327 | 8302.0857 | 32498.6704 | -24196.5847 |
Total P&L (%) | 226.0245 | 185.3486 | 40.6758 | 8.3021 | 32.4987 | -24.1966 |
Avg Daily Profit (%) | 0.167 | 0.1369 | 0.0301 | 0.0059 | 0.0208 | -0.0205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210651 | -106369 | -157421 | -195744 | -72681 | -150173 |
Profit Factor | 1.2951 | 1.5682 | 1.0925 | 1.018 | 1.1915 | 0.917 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 54.4118 | 57.3529 | 51.4706 | 54.4118 | 57.3529 | 51.4706 |
Ratio Avg Win / Avg Loss | 1.0851 | 1.1661 | 1.0301 | 0.8529 | 0.886 | 0.8646 |
Largest Winning Trade | 61292 | 61292 | 51295 | 70371 | 16757 | 70371 |
Largest Losing Trade | -41908 | -38049 | -41908 | -77023 | -24820 | -77023 |
Avg Bars in Trades | 37 | 29 | 46 | 37 | 29 | 46 |
Avg Bars in Winners | 34 | 25 | 44 | 34 | 25 | 44 |
Avg Bars in Losers | 41 | 34 | 48 | 41 | 34 | 48 |
Bars Traded | 5147 | 1980 | 3167 | 5147 | 1980 | 3167 |
Profit Streak | 8.3315 | 34.3315 | 8.3315 | 8.3315 | 34.3315 | 8.3315 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340232 | -115453 | -382004 | -551065 | -286453 | -689095 |
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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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