Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541277.093 | 494268.5232 | 47008.5698 | -26478.7085 | -18151.9926 | -8326.7158 |
Total P&L (%) | 541.2771 | 494.2685 | 47.0086 | -26.4787 | -18.152 | -8.3267 |
Avg Daily Profit (%) | 0.3376 | 0.3083 | 0.0293 | -0.0192 | -0.0125 | -0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134964 | -113745 | -92609 | -193727 | -164910 | -131049 |
Profit Factor | 1.5425 | 1.9194 | 1.1022 | 0.9732 | 0.9655 | 0.982 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 54 | 20 | 34 | 54 | 20 | 34 |
Losing Trades | 94 | 54 | 40 | 94 | 54 | 40 |
Profitability (%) | 36.4865 | 27.027 | 45.9459 | 36.4865 | 27.027 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.6852 | 5.1825 | 1.2967 | 1.6941 | 2.607 | 1.1553 |
Largest Winning Trade | 358326 | 358326 | 33955 | 110037 | 110037 | 52370 |
Largest Losing Trade | -66198 | -47915 | -66198 | -95223 | -95223 | -87143 |
Avg Bars in Trades | 63 | 66 | 60 | 63 | 66 | 60 |
Avg Bars in Winners | 105 | 119 | 97 | 105 | 119 | 97 |
Avg Bars in Losers | 39 | 46 | 29 | 39 | 46 | 29 |
Bars Traded | 9391 | 4890 | 4501 | 9391 | 4890 | 4501 |
Profit Streak | 49.0179 | 49.0179 | 55.1846 | 49.0179 | 49.0179 | 55.1846 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304001 | -72584 | -328498 | -581446 | -662776 | -644163 |
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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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