Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316405.8252 | 300691.8778 | 15713.9474 | -25959.6588 | 17361.2791 | -43320.9378 |
Total P&L (%) | 316.4058 | 300.6919 | 15.7139 | -25.9597 | 17.3613 | -43.3209 |
Avg Daily Profit (%) | 0.1699 | 0.1614 | 0.0084 | -0.0161 | 0.0086 | -0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167678 | -108779 | -138881 | -240539 | -153467 | -145482 |
Profit Factor | 1.4371 | 1.8621 | 1.0419 | 0.9612 | 1.0551 | 0.8776 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 49.3671 | 47.5 | 51.2821 | 49.3671 | 47.5 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.474 | 2.0581 | 0.9898 | 0.9858 | 1.1662 | 0.8338 |
Largest Winning Trade | 159001 | 159001 | 52384 | 69295 | 58786 | 69295 |
Largest Losing Trade | -49717 | -46024 | -49717 | -102105 | -64188 | -102105 |
Avg Bars in Trades | 90 | 82 | 99 | 90 | 82 | 99 |
Avg Bars in Winners | 97 | 87 | 106 | 97 | 87 | 106 |
Avg Bars in Losers | 84 | 77 | 92 | 84 | 77 | 92 |
Bars Traded | 7163 | 3295 | 3869 | 7163 | 3295 | 3869 |
Profit Streak | 29.4494 | 29.4494 | 75.9494 | 29.4494 | 29.4494 | 75.9494 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22233 | 375185 | -366259 | -611296 | -350283 | -579626 |
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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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