Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263823.5236 | 54470.6204 | 209352.9032 | 92022.8522 | -32856.2336 | 124879.0858 |
Total P&L (%) | 263.8235 | 54.4706 | 209.3529 | 92.0229 | -32.8562 | 124.8791 |
Avg Daily Profit (%) | 0.1744 | 0.036 | 0.1384 | 0.0431 | -0.0263 | 0.0536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142168 | -124093 | -95871 | -73282 | -66054 | -46523 |
Profit Factor | 1.4132 | 1.1839 | 1.6114 | 1.2527 | 0.8111 | 1.6563 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 57.5221 | 51.7857 | 63.1579 | 57.5221 | 51.7857 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.0436 | 1.1023 | 0.94 | 0.925 | 0.7552 | 0.9662 |
Largest Winning Trade | 48399 | 48399 | 39454 | 49779 | 26297 | 49779 |
Largest Losing Trade | -65757 | -23533 | -65757 | -41333 | -24970 | -41333 |
Avg Bars in Trades | 51 | 25 | 75 | 51 | 25 | 75 |
Avg Bars in Winners | 56 | 20 | 84 | 56 | 20 | 84 |
Avg Bars in Losers | 44 | 31 | 60 | 44 | 31 | 60 |
Bars Traded | 5763 | 1440 | 4323 | 5763 | 1440 | 4323 |
Profit Streak | 9.0289 | 9.0289 | 18.0289 | 9.0289 | 9.0289 | 18.0289 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396082 | -342896 | -185294 | -134335 | -759656 | -298283 |
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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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