Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270461.1594 | 14593.9139 | 255867.2455 | 147036.9667 | -610947.9484 | 757984.9151 |
Total P&L (%) | 270.4612 | 14.5939 | 255.8672 | 147.037 | -610.9479 | 757.9849 |
Avg Daily Profit (%) | 0.1774 | 0.0096 | 0.1679 | 0.0594 | 0 | 0.1411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133342 | -124094 | -56895 | -823263 | -944860 | -382494 |
Profit Factor | 1.2882 | 1.0257 | 1.6909 | 1.0287 | 0.8066 | 1.3855 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 45.641 | 41.2371 | 50 | 45.641 | 41.2371 | 50 |
Ratio Avg Win / Avg Loss | 1.5343 | 1.4616 | 1.6909 | 1.2252 | 1.1494 | 1.3855 |
Largest Winning Trade | 55889 | 52570 | 55889 | 248513 | 248513 | 171164 |
Largest Losing Trade | -30781 | -30781 | -24333 | -225677 | -225677 | -174171 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 38 | 34 | 42 | 38 | 34 | 42 |
Avg Bars in Losers | 23 | 27 | 18 | 23 | 27 | 18 |
Bars Traded | 5898 | 2921 | 2977 | 5898 | 2921 | 2977 |
Profit Streak | 54.2325 | 55.9825 | 54.2325 | 54.2325 | 55.9825 | 54.2325 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340192 | -397466 | 419866 | -301741 | -581412 | -2518 |
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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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