Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288543.5038 | 69933.4703 | 218610.0335 | 50908.9589 | 63839.1827 | -12930.2238 |
Total P&L (%) | 288.5435 | 69.9335 | 218.61 | 50.909 | 63.8392 | -12.9302 |
Avg Daily Profit (%) | 0.1949 | 0.0472 | 0.1477 | 0.0278 | 0.0334 | -0.0094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111859 | -87333 | -105534 | -552763 | -282472 | -452599 |
Profit Factor | 1.3974 | 1.201 | 1.5779 | 1.0298 | 1.0846 | 0.9864 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 60.2941 | 52.9412 | 67.6471 | 60.2941 | 52.9412 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.9202 | 1.0676 | 0.7547 | 0.6782 | 0.9641 | 0.4718 |
Largest Winning Trade | 45268 | 45268 | 45008 | 168255 | 168255 | 75790 |
Largest Losing Trade | -79976 | -35750 | -79976 | -313660 | -225537 | -313660 |
Avg Bars in Trades | 31 | 29 | 34 | 31 | 29 | 34 |
Avg Bars in Winners | 22 | 17 | 27 | 22 | 17 | 27 |
Avg Bars in Losers | 44 | 42 | 47 | 44 | 42 | 47 |
Bars Traded | 4303 | 1991 | 2312 | 4303 | 1991 | 2312 |
Profit Streak | 10.9683 | 19.635 | 10.9683 | 10.9683 | 19.635 | 10.9683 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337630 | -238306 | -102038 | -343619 | -385818 | -687028 |
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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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