Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336797.398 | 318149.9385 | 18647.4595 | 22605.5014 | 95083.3122 | -72477.8108 |
Total P&L (%) | 336.7974 | 318.1499 | 18.6475 | 22.6055 | 95.0833 | -72.4778 |
Avg Daily Profit (%) | 0.1534 | 0.1449 | 0.0085 | 0.0093 | 0.0304 | -0.0588 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200394 | -77561 | -159728 | -395007 | -210337 | -266158 |
Profit Factor | 1.4197 | 2.077 | 1.0368 | 1.0178 | 1.2022 | 0.9096 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 50 | 48.4375 | 51.5625 | 50 | 48.4375 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.4197 | 2.211 | 0.9739 | 1.0178 | 1.2798 | 0.8545 |
Largest Winning Trade | 116451 | 116451 | 62047 | 76640 | 68733 | 76640 |
Largest Losing Trade | -65807 | -33793 | -65807 | -253356 | -82962 | -253356 |
Avg Bars in Trades | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Winners | 65 | 58 | 72 | 65 | 58 | 72 |
Avg Bars in Losers | 34 | 33 | 36 | 34 | 33 | 36 |
Bars Traded | 6415 | 2897 | 3518 | 6415 | 2897 | 3518 |
Profit Streak | 39.5694 | 39.5694 | 71.2361 | 39.5694 | 39.5694 | 71.2361 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337174 | -134840 | -509015 | -385224 | -291961 | -718788 |
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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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