Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338856.9392 | 306462.543 | 32394.3962 | -69356.7952 | 27610.1411 | -96966.9362 |
Total P&L (%) | 338.8569 | 306.4625 | 32.3944 | -69.3568 | 27.6101 | -96.9669 |
Avg Daily Profit (%) | 0.212 | 0.1917 | 0.0203 | -0.074 | 0.0153 | -0.2184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176152 | -110803 | -121342 | -142067 | -85151 | -120431 |
Profit Factor | 1.3925 | 1.8159 | 1.0664 | 0.8862 | 1.1075 | 0.7252 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 47.8261 | 43.4783 | 52.1739 | 47.8261 | 43.4783 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.5191 | 2.3607 | 0.9776 | 0.9668 | 1.4398 | 0.6647 |
Largest Winning Trade | 169237 | 169237 | 51471 | 47435 | 47435 | 33217 |
Largest Losing Trade | -91731 | -43998 | -91731 | -72660 | -47408 | -72660 |
Avg Bars in Trades | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Winners | 55 | 60 | 52 | 55 | 60 | 52 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 6151 | 3136 | 3015 | 6151 | 3136 | 3015 |
Profit Streak | 3.9418 | 0 | 80.1918 | 3.9418 | 0 | 80.1918 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314266 | -93499 | -417845 | -581531 | -382539 | -680808 |
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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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