Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316614.3881 | 238583.5624 | 78030.8257 | 399.5206 | 59199.9033 | -58800.3828 |
Total P&L (%) | 316.6144 | 238.5836 | 78.0308 | 0.3995 | 59.1999 | -58.8004 |
Avg Daily Profit (%) | 0.2318 | 0.1747 | 0.0571 | 0.0003 | 0.0341 | -0.0649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167479 | -93720 | -91662 | -199756 | -100116 | -153450 |
Profit Factor | 1.437 | 1.646 | 1.2197 | 1.0005 | 1.1726 | 0.8511 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 57 | 21 | 36 | 57 | 21 | 36 |
Losing Trades | 70 | 43 | 27 | 70 | 43 | 27 |
Profitability (%) | 44.8819 | 32.8125 | 57.1429 | 44.8819 | 32.8125 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.7648 | 3.3704 | 0.9148 | 1.2287 | 2.401 | 0.6383 |
Largest Winning Trade | 153870 | 153870 | 41021 | 124673 | 124673 | 44722 |
Largest Losing Trade | -67841 | -24770 | -67841 | -105979 | -46993 | -105979 |
Avg Bars in Trades | 41 | 35 | 48 | 41 | 35 | 48 |
Avg Bars in Winners | 60 | 57 | 61 | 60 | 57 | 61 |
Avg Bars in Losers | 26 | 25 | 29 | 26 | 25 | 29 |
Bars Traded | 5332 | 2294 | 3038 | 5332 | 2294 | 3038 |
Profit Streak | 26.2017 | 41.9517 | 0 | 26.2017 | 41.9517 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317288 | -135069 | -264455 | -579238 | -323303 | -726532 |
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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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