Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259932.9644 | 184255.4312 | 75677.5331 | 17884.2358 | 43666.6256 | -25782.3898 |
Total P&L (%) | 259.933 | 184.2554 | 75.6775 | 17.8842 | 43.6666 | -25.7824 |
Avg Daily Profit (%) | 0.1541 | 0.1092 | 0.0449 | 0.0098 | 0.0215 | -0.0177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104494 | -59723 | -70940 | -286331 | -187997 | -141385 |
Profit Factor | 1.4161 | 1.6042 | 1.2367 | 1.0175 | 1.0874 | 0.9507 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 45.3125 | 42.1875 | 48.4375 | 45.3125 | 42.1875 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.709 | 2.1983 | 1.3164 | 1.228 | 1.4901 | 1.012 |
Largest Winning Trade | 101430 | 101430 | 52811 | 124340 | 124340 | 95287 |
Largest Losing Trade | -70757 | -29610 | -70757 | -70757 | -56168 | -70757 |
Avg Bars in Trades | 38 | 32 | 45 | 38 | 32 | 45 |
Avg Bars in Winners | 54 | 49 | 59 | 54 | 49 | 59 |
Avg Bars in Losers | 25 | 20 | 31 | 25 | 20 | 31 |
Bars Traded | 4978 | 2094 | 2884 | 4978 | 2094 | 2884 |
Profit Streak | 45.1431 | 45.1431 | 49.8098 | 45.1431 | 45.1431 | 49.8098 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310940 | -186054 | -272509 | -389885 | -432423 | -718334 |
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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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