Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255799.3959 | 262933.2774 | -7133.8815 | -14445.0653 | 28720.5232 | -43165.5884 |
Total P&L (%) | 255.7994 | 262.9333 | -7.1339 | -14.4451 | 28.7205 | -43.1656 |
Avg Daily Profit (%) | 0.2061 | 0.2118 | -0.0057 | -0.0126 | 0.0203 | -0.0455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112101 | -80254 | -78522 | -255857 | -183714 | -143557 |
Profit Factor | 1.3823 | 1.7558 | 0.9778 | 0.9873 | 1.0476 | 0.9187 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 48.4375 | 39.0625 | 57.8125 | 48.4375 | 39.0625 | 57.8125 |
Ratio Avg Win / Avg Loss | 1.4715 | 2.7391 | 0.7135 | 1.051 | 1.6342 | 0.6704 |
Largest Winning Trade | 172881 | 172881 | 35209 | 194943 | 194943 | 42451 |
Largest Losing Trade | -42102 | -34417 | -42102 | -69347 | -59189 | -69347 |
Avg Bars in Trades | 56 | 63 | 49 | 56 | 63 | 49 |
Avg Bars in Winners | 78 | 97 | 64 | 78 | 97 | 64 |
Avg Bars in Losers | 36 | 41 | 28 | 36 | 41 | 28 |
Bars Traded | 7240 | 4069 | 3171 | 7240 | 4069 | 3171 |
Profit Streak | 6.0484 | 0 | 7.215 | 6.0484 | 0 | 7.215 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312768 | -132660 | -718263 | -578682 | -479691 | -718263 |
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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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