Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294002.5949 | 187731.7566 | 106270.8382 | 48491.5497 | 54278.1143 | -5786.5646 |
Total P&L (%) | 294.0026 | 187.7318 | 106.2708 | 48.4916 | 54.2781 | -5.7866 |
Avg Daily Profit (%) | 0.235 | 0.1501 | 0.0849 | 0.0316 | 0.0347 | -0.0048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112846 | -44935 | -92067 | -125478 | -84266 | -96797 |
Profit Factor | 1.8382 | 2.2443 | 1.5317 | 1.1387 | 1.3649 | 0.9712 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 14 | 7 | 7 | 14 | 7 | 7 |
Profitability (%) | 79.4118 | 79.4118 | 79.4118 | 79.4118 | 79.4118 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.4766 | 0.5819 | 0.3971 | 0.2952 | 0.3539 | 0.2518 |
Largest Winning Trade | 30701 | 30701 | 22985 | 33720 | 33720 | 20993 |
Largest Losing Trade | -92067 | -44935 | -92067 | -96797 | -84266 | -96797 |
Avg Bars in Trades | 32 | 37 | 28 | 32 | 37 | 28 |
Avg Bars in Winners | 12 | 14 | 10 | 12 | 14 | 10 |
Avg Bars in Losers | 111 | 126 | 97 | 111 | 126 | 97 |
Bars Traded | 2241 | 1271 | 970 | 2241 | 1271 | 970 |
Profit Streak | 24.8538 | 155.3538 | 24.8538 | 24.8538 | 155.3538 | 24.8538 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100031 | 499167 | -75091 | -330415 | -143643 | -576161 |
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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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