Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157641.4715 | 70303.7659 | 87337.7056 | 51314.3592 | 60021.5764 | -8707.2172 |
Total P&L (%) | 157.6415 | 70.3038 | 87.3377 | 51.3144 | 60.0216 | -8.7072 |
Avg Daily Profit (%) | 0.1687 | 0.0753 | 0.0935 | 0.0443 | 0.0503 | -0.0098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74852 | -26989 | -82715 | -100701 | -28206 | -99559 |
Profit Factor | 1.4242 | 1.5221 | 1.3685 | 1.1139 | 1.4247 | 0.9718 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 62.6168 | 64.8148 | 60.3774 | 62.6168 | 64.8148 | 60.3774 |
Ratio Avg Win / Avg Loss | 0.8503 | 0.8263 | 0.8981 | 0.665 | 0.7734 | 0.6378 |
Largest Winning Trade | 30559 | 15404 | 30559 | 29072 | 19115 | 29072 |
Largest Losing Trade | -62415 | -25664 | -62415 | -99559 | -27222 | -99559 |
Avg Bars in Trades | 34 | 20 | 47 | 34 | 20 | 47 |
Avg Bars in Winners | 25 | 16 | 35 | 25 | 16 | 35 |
Avg Bars in Losers | 48 | 27 | 66 | 48 | 27 | 66 |
Bars Traded | 3639 | 1106 | 2533 | 3639 | 1106 | 2533 |
Profit Streak | 34.7149 | 182.2149 | 34.7149 | 34.7149 | 182.2149 | 34.7149 |
Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356141 | -269087 | -247493 | -228462 | -303570 | -758946 |
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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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