Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333713.2472 | 327372.4546 | 6340.7926 | -35537.7435 | 119107.9674 | -154645.711 |
Total P&L (%) | 333.7132 | 327.3725 | 6.3408 | -35.5377 | 119.108 | -154.6457 |
Avg Daily Profit (%) | 0.1781 | 0.1747 | 0.0034 | -0.0234 | 0.0419 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231535 | -217056 | -118966 | -422852 | -263394 | -272904 |
Profit Factor | 1.3931 | 1.9453 | 1.0126 | 0.9611 | 1.3501 | 0.7304 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 48.8189 | 46.875 | 50.7937 | 48.8189 | 46.875 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.4605 | 2.2047 | 0.981 | 1.0076 | 1.5301 | 0.7076 |
Largest Winning Trade | 158748 | 158748 | 58014 | 165889 | 165889 | 149823 |
Largest Losing Trade | -63387 | -30937 | -63387 | -171662 | -67321 | -171662 |
Avg Bars in Trades | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Winners | 35 | 36 | 33 | 35 | 36 | 33 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 3569 | 1914 | 1655 | 3569 | 1914 | 1655 |
Profit Streak | 38.4848 | 42.9848 | 0 | 38.4848 | 42.9848 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316361 | -128465 | -708690 | -578410 | -275034 | -727077 |
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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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