Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597076.4374 | 455346.9835 | 141729.4538 | 193183.3455 | 214701.3918 | -21518.0463 |
Total P&L (%) | 597.0764 | 455.347 | 141.7295 | 193.1833 | 214.7014 | -21.518 |
Avg Daily Profit (%) | 0.4022 | 0.3067 | 0.0955 | 0.0725 | 0.0772 | -0.0163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109972 | -139976 | -54831 | -579310 | -553636 | -313762 |
Profit Factor | 1.7221 | 1.9306 | 1.4199 | 1.0758 | 1.144 | 0.9796 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 52.6718 | 47.6923 | 57.5758 | 52.6718 | 47.6923 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.5474 | 2.1174 | 1.0462 | 0.9667 | 1.2547 | 0.7218 |
Largest Winning Trade | 398358 | 398358 | 44781 | 422589 | 422589 | 84848 |
Largest Losing Trade | -43976 | -43976 | -41584 | -237020 | -237020 | -199845 |
Avg Bars in Trades | 32 | 37 | 28 | 32 | 37 | 28 |
Avg Bars in Winners | 36 | 33 | 38 | 36 | 33 | 38 |
Avg Bars in Losers | 28 | 40 | 14 | 28 | 40 | 14 |
Bars Traded | 4279 | 2413 | 1866 | 4279 | 2413 | 1866 |
Profit Streak | 49.4321 | 49.4321 | 80.4321 | 49.4321 | 49.4321 | 80.4321 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549853 | -119388 | -186167 | -232689 | -283489 | -702237 |
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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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