Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501407.7232 | 469945.7954 | 31461.9278 | -34686.3822 | 189162.2609 | -223848.6431 |
Total P&L (%) | 501.4077 | 469.9458 | 31.4619 | -34.6864 | 189.1623 | -223.8486 |
Avg Daily Profit (%) | 0.3132 | 0.2936 | 0.0197 | -0.0266 | 0.0664 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163729 | -126548 | -127400 | -421690 | -193612 | -428591 |
Profit Factor | 1.5313 | 1.9568 | 1.0695 | 0.9767 | 1.2757 | 0.7219 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 49.1803 | 40.9836 | 57.377 | 49.1803 | 40.9836 | 57.377 |
Ratio Avg Win / Avg Loss | 1.5823 | 2.8177 | 0.7945 | 1.0093 | 1.837 | 0.5363 |
Largest Winning Trade | 371533 | 371533 | 40185 | 249149 | 249149 | 100407 |
Largest Losing Trade | -51804 | -38602 | -51804 | -184460 | -83194 | -184460 |
Avg Bars in Trades | 76 | 82 | 70 | 76 | 82 | 70 |
Avg Bars in Winners | 93 | 105 | 84 | 93 | 105 | 84 |
Avg Bars in Losers | 60 | 66 | 51 | 60 | 66 | 51 |
Bars Traded | 9334 | 5036 | 4298 | 9334 | 5036 | 4298 |
Profit Streak | 40.1163 | 40.1163 | 140.6163 | 40.1163 | 40.1163 | 140.6163 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453829 | -152778 | -474681 | -578118 | -268208 | -740150 |
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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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