Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380750.6642 | 338837.1551 | 41913.5091 | -35687.5976 | 45774.8912 | -81462.4888 |
Total P&L (%) | 380.7507 | 338.8372 | 41.9135 | -35.6876 | 45.7749 | -81.4625 |
Avg Daily Profit (%) | 0.2136 | 0.1901 | 0.0235 | -0.0248 | 0.0211 | -0.0945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139839 | -126989 | -92252 | -440381 | -325660 | -148342 |
Profit Factor | 1.6186 | 1.8671 | 1.1865 | 0.9661 | 1.0683 | 0.7867 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 39.3162 | 36.2069 | 42.3729 | 39.3162 | 36.2069 | 42.3729 |
Ratio Avg Win / Avg Loss | 2.4983 | 3.2896 | 1.6137 | 1.4911 | 1.8823 | 1.0699 |
Largest Winning Trade | 442646 | 442646 | 72943 | 398569 | 398569 | 103979 |
Largest Losing Trade | -25917 | -25708 | -25917 | -73154 | -73154 | -59841 |
Avg Bars in Trades | 81 | 112 | 51 | 81 | 112 | 51 |
Avg Bars in Winners | 127 | 182 | 81 | 127 | 182 | 81 |
Avg Bars in Losers | 52 | 73 | 28 | 52 | 73 | 28 |
Bars Traded | 9570 | 6551 | 3019 | 9570 | 6551 | 3019 |
Profit Streak | 61.6153 | 114.6153 | 61.6153 | 61.6153 | 114.6153 | 61.6153 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302588 | -173264 | -356402 | -581507 | -494938 | -757782 |
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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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