Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283276.1424 | 220898.7507 | 62377.3917 | -35427.7718 | 10331.9106 | -45759.6824 |
Total P&L (%) | 283.2761 | 220.8988 | 62.3774 | -35.4278 | 10.3319 | -45.7597 |
Avg Daily Profit (%) | 0.2756 | 0.2149 | 0.0607 | -0.0425 | 0.0096 | -0.0595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120742 | -140177 | -87975 | -68279 | -56378 | -62774 |
Profit Factor | 1.402 | 1.5465 | 1.2075 | 0.884 | 1.0701 | 0.7103 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 56.8493 | 52.0548 | 61.6438 | 56.8493 | 52.0548 | 61.6438 |
Ratio Avg Win / Avg Loss | 1.0641 | 1.4244 | 0.7514 | 0.671 | 0.9856 | 0.442 |
Largest Winning Trade | 192481 | 192481 | 26510 | 34059 | 34059 | 12270 |
Largest Losing Trade | -79323 | -68471 | -79323 | -61276 | -19478 | -61276 |
Avg Bars in Trades | 20 | 24 | 16 | 20 | 24 | 16 |
Avg Bars in Winners | 15 | 17 | 14 | 15 | 17 | 14 |
Avg Bars in Losers | 26 | 32 | 19 | 26 | 32 | 19 |
Bars Traded | 2982 | 1775 | 1208 | 2982 | 1775 | 1208 |
Profit Streak | 13.2923 | 13.2923 | 18.2923 | 13.2923 | 13.2923 | 18.2923 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417778 | -61470 | -183888 | -578146 | -551419 | -650107 |
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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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