Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309283.3021 | 287586.8278 | 21696.4744 | -5841.942 | -19466.7723 | 13624.8303 |
Total P&L (%) | 309.2833 | 287.5868 | 21.6965 | -5.8419 | -19.4668 | 13.6248 |
Avg Daily Profit (%) | 0.2886 | 0.2684 | 0.0202 | -0.0056 | -0.0202 | 0.0119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144481 | -104679 | -77705 | -648329 | -485871 | -207438 |
Profit Factor | 1.4807 | 1.7743 | 1.0798 | 0.9962 | 0.979 | 1.0231 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 44.0299 | 41.791 | 46.2687 | 44.0299 | 41.791 | 46.2687 |
Ratio Avg Win / Avg Loss | 1.8822 | 2.4713 | 1.2539 | 1.2663 | 1.3636 | 1.1881 |
Largest Winning Trade | 382436 | 382436 | 32007 | 478522 | 478522 | 126222 |
Largest Losing Trade | -22957 | -20927 | -22957 | -98350 | -98350 | -55556 |
Avg Bars in Trades | 93 | 105 | 82 | 93 | 105 | 82 |
Avg Bars in Winners | 111 | 122 | 101 | 111 | 122 | 101 |
Avg Bars in Losers | 80 | 92 | 66 | 80 | 92 | 66 |
Bars Traded | 12590 | 7046 | 5544 | 12590 | 7046 | 5544 |
Profit Streak | 6.854 | 25.2706 | 0 | 6.854 | 25.2706 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338275 | -107557 | -422763 | -580392 | -698238 | -543462 |
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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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