Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393923.8802 | 374416.8259 | 19507.0543 | -2716.9105 | -1232.4749 | -1484.4356 |
Total P&L (%) | 393.9239 | 374.4168 | 19.5071 | -2.7169 | -1.2325 | -1.4844 |
Avg Daily Profit (%) | 0.2105 | 0.2 | 0.0104 | -0.0015 | -0.0007 | -0.0008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108613 | -136705 | -57151 | -538543 | -592749 | -158598 |
Profit Factor | 1.5535 | 1.6662 | 1.1304 | 0.9981 | 0.999 | 0.9945 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Losing Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Profitability (%) | 69.1729 | 74.2424 | 64.1791 | 69.1729 | 74.2424 | 64.1791 |
Ratio Avg Win / Avg Loss | 0.6923 | 0.5781 | 0.6309 | 0.4448 | 0.3466 | 0.5551 |
Largest Winning Trade | 64926 | 64926 | 18923 | 95130 | 95130 | 27265 |
Largest Losing Trade | -72911 | -72911 | -56116 | -399890 | -399890 | -156647 |
Avg Bars in Trades | 78 | 154 | 2 | 78 | 154 | 2 |
Avg Bars in Winners | 35 | 65 | 1 | 35 | 65 | 1 |
Avg Bars in Losers | 172 | 410 | 4 | 172 | 410 | 4 |
Bars Traded | 10384 | 10202 | 182 | 10384 | 10202 | 182 |
Profit Streak | 86.0612 | 92.7279 | 86.0612 | 86.0612 | 92.7279 | 86.0612 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413129 | -112078 | -378922 | -576979 | -700856 | -694784 |
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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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