Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229988.0745 | 62994.9091 | 166993.1654 | 160704.1476 | -5534.9951 | 166239.1427 |
Total P&L (%) | 229.9881 | 62.9949 | 166.9932 | 160.7041 | -5.535 | 166.2391 |
Avg Daily Profit (%) | 0.2237 | 0.0613 | 0.1624 | 0.0932 | -0.0055 | 0.0953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95092 | -85681 | -44663 | -184203 | -118448 | -106921 |
Profit Factor | 1.4489 | 1.2365 | 1.6787 | 1.244 | 0.9826 | 1.4889 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 47.4576 | 44.0678 | 50.8475 | 47.4576 | 44.0678 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.6041 | 1.5694 | 1.6227 | 1.3772 | 1.2472 | 1.4393 |
Largest Winning Trade | 82074 | 82074 | 53352 | 89944 | 72978 | 89944 |
Largest Losing Trade | -30634 | -21728 | -30634 | -94622 | -31327 | -94622 |
Avg Bars in Trades | 50 | 31 | 68 | 50 | 31 | 68 |
Avg Bars in Winners | 55 | 29 | 77 | 55 | 29 | 77 |
Avg Bars in Losers | 45 | 33 | 58 | 45 | 33 | 58 |
Bars Traded | 5914 | 1882 | 4032 | 5914 | 1882 | 4032 |
Profit Streak | 23.2782 | 23.2782 | 25.1115 | 23.2782 | 23.2782 | 25.1115 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385852 | -289215 | -165066 | -67955 | -757552 | -240067 |
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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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