Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252453.3792 | 75065.5579 | 177387.8213 | 2479.5836 | -34212.2103 | 36691.7939 |
Total P&L (%) | 252.4534 | 75.0656 | 177.3878 | 2.4796 | -34.2122 | 36.6918 |
Avg Daily Profit (%) | 0.1515 | 0.0451 | 0.1065 | 0.0015 | -0.0251 | 0.0188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135384 | -144101 | -72043 | -90597 | -66892 | -61778 |
Profit Factor | 1.4394 | 1.208 | 1.8305 | 1.0085 | 0.809 | 1.3307 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 51.8182 | 50.9091 | 52.7273 | 51.8182 | 50.9091 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.3384 | 1.1649 | 1.6411 | 0.9378 | 0.7801 | 1.193 |
Largest Winning Trade | 144288 | 144288 | 53824 | 41315 | 41315 | 15268 |
Largest Losing Trade | -57997 | -55119 | -57997 | -57678 | -50731 | -57678 |
Avg Bars in Trades | 26 | 34 | 19 | 26 | 34 | 19 |
Avg Bars in Winners | 25 | 25 | 24 | 25 | 25 | 24 |
Avg Bars in Losers | 29 | 43 | 13 | 29 | 43 | 13 |
Bars Traded | 2969 | 1906 | 1063 | 2969 | 1906 | 1063 |
Profit Streak | 113.8116 | 114.8116 | 113.8116 | 113.8116 | 114.8116 | 113.8116 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356639 | -312582 | -226227 | -567652 | -760152 | -348894 |
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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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