Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280051.05 | 64437.3958 | 215613.6542 | 120676.3475 | 14830.888 | 105845.4595 |
Total P&L (%) | 280.0511 | 64.4374 | 215.6137 | 120.6763 | 14.8309 | 105.8455 |
Avg Daily Profit (%) | 0.188 | 0.0433 | 0.1447 | 0.0531 | 0.0093 | 0.0485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111960 | -76282 | -82717 | -476568 | -276302 | -259989 |
Profit Factor | 1.4239 | 1.2027 | 1.6289 | 1.0706 | 1.0212 | 1.105 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 56.5574 | 50.8197 | 62.2951 | 56.5574 | 50.8197 | 62.2951 |
Ratio Avg Win / Avg Loss | 1.0937 | 1.1639 | 0.9859 | 0.8224 | 0.9882 | 0.6688 |
Largest Winning Trade | 58418 | 44597 | 58418 | 217416 | 96249 | 217416 |
Largest Losing Trade | -66950 | -31733 | -66950 | -208929 | -119144 | -208929 |
Avg Bars in Trades | 36 | 27 | 44 | 36 | 27 | 44 |
Avg Bars in Winners | 35 | 21 | 45 | 35 | 21 | 45 |
Avg Bars in Losers | 37 | 34 | 41 | 37 | 34 | 41 |
Bars Traded | 4395 | 1702 | 2693 | 4395 | 1702 | 2693 |
Profit Streak | 13.6694 | 13.6694 | 19.0028 | 13.6694 | 13.6694 | 19.0028 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381973 | -296709 | -159041 | -264211 | -555531 | -394381 |
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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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