Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210719.7286 | 158342.1321 | 52377.5966 | 87023.7405 | 111801.5963 | -24777.8558 |
Total P&L (%) | 210.7197 | 158.3421 | 52.3776 | 87.0237 | 111.8016 | -24.7779 |
Avg Daily Profit (%) | 0.1686 | 0.1267 | 0.0419 | 0.0501 | 0.0601 | -0.0228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119937 | -83673 | -71000 | -188491 | -107585 | -119199 |
Profit Factor | 1.3877 | 1.5658 | 1.1986 | 1.1257 | 1.3218 | 0.9282 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 56.6038 | 52.8302 | 60.3774 | 56.6038 | 52.8302 | 60.3774 |
Ratio Avg Win / Avg Loss | 1.0639 | 1.3981 | 0.7866 | 0.863 | 1.1802 | 0.6091 |
Largest Winning Trade | 66625 | 66625 | 25193 | 84754 | 84754 | 25535 |
Largest Losing Trade | -48345 | -42131 | -48345 | -59945 | -48041 | -59945 |
Avg Bars in Trades | 22 | 29 | 15 | 22 | 29 | 15 |
Avg Bars in Winners | 19 | 28 | 11 | 19 | 28 | 11 |
Avg Bars in Losers | 25 | 30 | 20 | 25 | 30 | 20 |
Bars Traded | 2358 | 1546 | 812 | 2358 | 1546 | 812 |
Profit Streak | 18.0633 | 18.0633 | 22.5633 | 18.0633 | 18.0633 | 22.5633 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376349 | -201045 | -319713 | -207503 | -291360 | -758662 |
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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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