Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314264.9168 | 113029.7195 | 201235.1973 | 157277.4741 | 179378.7168 | -22101.2426 |
Total P&L (%) | 314.2649 | 113.0297 | 201.2352 | 157.2775 | 179.3787 | -22.1012 |
Avg Daily Profit (%) | 0.2415 | 0.0868 | 0.1546 | 0.0726 | 0.079 | -0.0192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159543 | -105249 | -76290 | -572627 | -248612 | -356890 |
Profit Factor | 1.5868 | 1.4225 | 1.7509 | 1.1004 | 1.2599 | 0.9748 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 55.2632 | 52.6316 | 57.8947 | 55.2632 | 52.6316 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.2846 | 1.2802 | 1.2734 | 0.8908 | 1.134 | 0.7089 |
Largest Winning Trade | 81498 | 81498 | 59232 | 179619 | 179619 | 97342 |
Largest Losing Trade | -55004 | -33031 | -55004 | -341714 | -177321 | -341714 |
Avg Bars in Trades | 66 | 68 | 64 | 66 | 68 | 64 |
Avg Bars in Winners | 55 | 56 | 53 | 55 | 56 | 53 |
Avg Bars in Losers | 80 | 81 | 80 | 80 | 81 | 80 |
Bars Traded | 5062 | 2595 | 2467 | 5062 | 2595 | 2467 |
Profit Streak | 70.9521 | 116.4521 | 70.9521 | 70.9521 | 116.4521 | 70.9521 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41577 | -74472 | 412045 | -259157 | -85966 | -578773 |
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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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