Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408402.0574 | 446604.7074 | -38202.65 | -99659.2858 | -22088.5431 | -77570.7427 |
Total P&L (%) | 408.4021 | 446.6047 | -38.2027 | -99.6593 | -22.0885 | -77.5707 |
Avg Daily Profit (%) | 0.1712 | 0.1872 | -0.016 | -0.2379 | -0.0105 | -0.0626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187980 | -78663 | -266746 | -179051 | -113554 | -195905 |
Profit Factor | 1.3533 | 1.9973 | 0.9461 | 0.8052 | 0.9097 | 0.7094 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 58.5938 | 56.25 | 60.9375 | 58.5938 | 56.25 | 60.9375 |
Ratio Avg Win / Avg Loss | 0.9563 | 1.5535 | 0.6064 | 0.569 | 0.7075 | 0.4547 |
Largest Winning Trade | 139577 | 139577 | 58416 | 61141 | 61141 | 60381 |
Largest Losing Trade | -108596 | -63328 | -108596 | -87377 | -87377 | -84076 |
Avg Bars in Trades | 71 | 45 | 97 | 71 | 45 | 97 |
Avg Bars in Winners | 73 | 37 | 107 | 67 | 35 | 96 |
Avg Bars in Losers | 68 | 56 | 82 | 77 | 57 | 98 |
Bars Traded | 9156 | 2904 | 6252 | 9156 | 2904 | 6252 |
Profit Streak | 112.6831 | 112.6831 | 142.9331 | 112.6831 | 112.6831 | 142.9331 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323902 | -126105 | -717157 | -577898 | -718190 | -717157 |
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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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