Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153984.6423 | 242860.0051 | -88875.3629 | 511972.5617 | 592657.8428 | -80685.281 |
Total P&L (%) | 153.9846 | 242.86 | -88.8754 | 511.9726 | 592.6578 | -80.6853 |
Avg Daily Profit (%) | 0.1237 | 0.1952 | -0.0714 | 0.1457 | 0.1557 | -0.1321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -292376 | -49287 | -273850 | -377257 | -218008 | -393460 |
Profit Factor | 1.2319 | 2.6864 | 0.8291 | 1.3356 | 2.6984 | 0.9314 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 61 | 28 | 33 | 61 | 30 | 31 |
Losing Trades | 29 | 17 | 12 | 29 | 15 | 14 |
Profitability (%) | 67.7778 | 62.2222 | 73.3333 | 67.7778 | 66.6667 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.5857 | 1.631 | 0.3015 | 0.6349 | 1.3492 | 0.4206 |
Largest Winning Trade | 53264 | 53264 | 29652 | 232721 | 110742 | 232721 |
Largest Losing Trade | -178430 | -41384 | -178430 | -341245 | -193914 | -341245 |
Avg Bars in Trades | 159 | 165 | 152 | 159 | 165 | 152 |
Avg Bars in Winners | 124 | 140 | 110 | 130 | 142 | 119 |
Avg Bars in Losers | 232 | 207 | 267 | 218 | 212 | 226 |
Bars Traded | 14314 | 7455 | 6860 | 14314 | 7455 | 6860 |
Profit Streak | 41.0386 | 41.0386 | 41.7053 | 41.0386 | 41.0386 | 41.7053 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25478 | 552325 | -576700 | 173631 | 536738 | -577276 |
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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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