Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351148.0157 | 465103.878 | -113955.8623 | -94964.4118 | 331792.9502 | -426757.362 |
Total P&L (%) | 351.148 | 465.1039 | -113.9559 | -94.9644 | 331.793 | -426.7574 |
Avg Daily Profit (%) | 0.2182 | 0.289 | -0.0708 | -0.1855 | 0.0909 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274619 | -175599 | -164906 | -652072 | -194286 | -497716 |
Profit Factor | 1.3002 | 1.8182 | 0.8105 | 0.9057 | 1.982 | 0.3625 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 43.2258 | 38.4615 | 48.0519 | 43.2258 | 38.4615 | 48.0519 |
Ratio Avg Win / Avg Loss | 1.7077 | 2.9091 | 0.8762 | 1.1896 | 3.1712 | 0.3919 |
Largest Winning Trade | 365603 | 365603 | 69823 | 381248 | 381248 | 40312 |
Largest Losing Trade | -68873 | -38050 | -68873 | -393261 | -85088 | -393261 |
Avg Bars in Trades | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Winners | 53 | 50 | 54 | 53 | 50 | 54 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 6218 | 2904 | 3314 | 6218 | 2904 | 3314 |
Profit Streak | 29.1787 | 37.1787 | 29.1787 | 29.1787 | 37.1787 | 29.1787 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310162 | -26124 | -622953 | -579468 | -105763 | -622953 |
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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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