Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233145.0647 | 105452.9906 | 127692.074 | 166770.5962 | 93505.8193 | 73264.7769 |
Total P&L (%) | 233.1451 | 105.453 | 127.6921 | 166.7706 | 93.5058 | 73.2648 |
Avg Daily Profit (%) | 0.2288 | 0.1035 | 0.1253 | 0.0963 | 0.0648 | 0.054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60844 | -69189 | -51399 | -156823 | -164581 | -111234 |
Profit Factor | 1.387 | 1.3436 | 1.432 | 1.16 | 1.1727 | 1.1462 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 70 | 28 | 42 | 70 | 28 | 42 |
Losing Trades | 65 | 39 | 26 | 65 | 39 | 26 |
Profitability (%) | 51.8519 | 41.791 | 61.7647 | 51.8519 | 41.791 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.2879 | 1.8714 | 0.8865 | 1.0771 | 1.6334 | 0.7096 |
Largest Winning Trade | 59042 | 59042 | 38416 | 120017 | 120017 | 65584 |
Largest Losing Trade | -50124 | -22050 | -50124 | -76275 | -67271 | -76275 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 23 | 28 | 20 | 23 | 28 | 20 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 2929 | 1606 | 1323 | 2929 | 1606 | 1323 |
Profit Streak | 6.7929 | 0 | 8.4595 | 6.7929 | 0 | 8.4595 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361599 | -173234 | -133207 | -107370 | -255739 | -288944 |
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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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