Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497249.8269 | 426523.2619 | 70726.565 | 234252.5892 | 287428.0128 | -53175.4236 |
Total P&L (%) | 497.2498 | 426.5233 | 70.7266 | 234.2526 | 287.428 | -53.1754 |
Avg Daily Profit (%) | 0.1988 | 0.1705 | 0.0283 | 0.0483 | 0.0542 | -0.0303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154805 | -171514 | -152392 | -585072 | -569475 | -440056 |
Profit Factor | 1.569 | 1.9445 | 1.1675 | 1.1043 | 1.2383 | 0.9488 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Profitability (%) | 39.881 | 38.0952 | 41.6667 | 39.881 | 38.0952 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.3652 | 3.1598 | 1.6345 | 1.6647 | 2.0122 | 1.3284 |
Largest Winning Trade | 246158 | 246158 | 48011 | 325307 | 325307 | 77862 |
Largest Losing Trade | -34285 | -34285 | -30876 | -153567 | -153567 | -111380 |
Avg Bars in Trades | 43 | 47 | 39 | 43 | 47 | 39 |
Avg Bars in Winners | 67 | 62 | 71 | 67 | 62 | 71 |
Avg Bars in Losers | 28 | 38 | 17 | 28 | 38 | 17 |
Bars Traded | 7350 | 4005 | 3345 | 7350 | 4005 | 3345 |
Profit Streak | 6.3972 | 18.3972 | 6.3972 | 6.3972 | 18.3972 | 6.3972 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308146 | 239974 | -193185 | -235018 | -124171 | -581989 |
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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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