Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194835.7557 | 159202.3523 | 35633.4034 | 93138.9849 | 39675.0349 | 53463.95 |
Total P&L (%) | 194.8358 | 159.2024 | 35.6334 | 93.139 | 39.675 | 53.464 |
Avg Daily Profit (%) | 0.3741 | 0.3057 | 0.0684 | 0.1265 | 0.0642 | 0.0823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75965 | -71264 | -54291 | -112496 | -124008 | -60582 |
Profit Factor | 1.4373 | 1.4914 | 1.2932 | 1.1496 | 1.0852 | 1.3411 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 41.9847 | 40 | 43.9394 | 41.9847 | 40 | 43.9394 |
Ratio Avg Win / Avg Loss | 1.9861 | 2.2371 | 1.65 | 1.5886 | 1.6278 | 1.7111 |
Largest Winning Trade | 145655 | 145655 | 24933 | 122856 | 122856 | 32019 |
Largest Losing Trade | -24822 | -24822 | -8782 | -48643 | -48643 | -11981 |
Avg Bars in Trades | 189 | 341 | 38 | 189 | 341 | 38 |
Avg Bars in Winners | 287 | 545 | 55 | 287 | 545 | 55 |
Avg Bars in Losers | 118 | 206 | 25 | 118 | 206 | 25 |
Bars Traded | 24791 | 22225 | 2566 | 24791 | 22225 | 2566 |
Profit Streak | 5.4046 | 0 | 22.4671 | 5.4046 | 0 | 22.4671 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306467 | -125527 | -228915 | -81658 | -371625 | -208647 |
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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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