Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354800.1552 | 176688.5178 | 178111.6374 | 57908.378 | 112078.0827 | -54169.7047 |
Total P&L (%) | 354.8002 | 176.6885 | 178.1116 | 57.9084 | 112.0781 | -54.1697 |
Avg Daily Profit (%) | 0.1858 | 0.0925 | 0.0933 | 0.0239 | 0.0394 | -0.0409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123346 | -89235 | -114818 | -483131 | -200040 | -368353 |
Profit Factor | 1.4239 | 1.4286 | 1.4193 | 1.0322 | 1.148 | 0.948 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 48.0916 | 40 | 56.0606 | 48.0916 | 40 | 56.0606 |
Ratio Avg Win / Avg Loss | 1.5369 | 2.1429 | 1.1124 | 1.1141 | 1.722 | 0.7431 |
Largest Winning Trade | 98938 | 98938 | 58614 | 198114 | 198114 | 151610 |
Largest Losing Trade | -58102 | -30797 | -58102 | -271350 | -62768 | -271350 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 47 | 44 | 49 | 47 | 44 | 49 |
Avg Bars in Losers | 38 | 36 | 41 | 38 | 36 | 41 |
Bars Traded | 5618 | 2586 | 3032 | 5618 | 2586 | 3032 |
Profit Streak | 21.7733 | 0 | 66.1067 | 21.7733 | 0 | 66.1067 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345841 | -203285 | -190036 | -346690 | -332788 | -703201 |
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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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