Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385513.1226 | 322984.764 | 62528.3586 | 30311.8155 | 95712.6153 | -65400.7998 |
Total P&L (%) | 385.5131 | 322.9848 | 62.5284 | 30.3118 | 95.7126 | -65.4008 |
Avg Daily Profit (%) | 0.1675 | 0.1403 | 0.0272 | 0.0115 | 0.0292 | -0.0461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178080 | -108320 | -204998 | -152077 | -29218 | -166637 |
Profit Factor | 1.4411 | 1.9406 | 1.1178 | 1.073 | 1.6935 | 0.7641 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Losing Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Profitability (%) | 54.2636 | 60.9375 | 47.6923 | 54.2636 | 60.9375 | 47.6923 |
Ratio Avg Win / Avg Loss | 1.2146 | 1.244 | 1.226 | 0.9044 | 1.0856 | 0.838 |
Largest Winning Trade | 85916 | 85916 | 69326 | 45052 | 35969 | 45052 |
Largest Losing Trade | -79218 | -40913 | -79218 | -46821 | -46821 | -46791 |
Avg Bars in Trades | 33 | 39 | 28 | 33 | 39 | 28 |
Avg Bars in Winners | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Losers | 31 | 47 | 19 | 31 | 47 | 19 |
Bars Traded | 4374 | 2513 | 1861 | 4374 | 2513 | 1861 |
Profit Streak | 163.1985 | 163.1985 | 314.1985 | 163.1985 | 163.1985 | 314.1985 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379352 | -140299 | -378910 | -320200 | -288985 | -711711 |
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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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