Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427226.5238 | 356935.4671 | 70291.0567 | 124165.6337 | -112029.5557 | 236195.1895 |
Total P&L (%) | 427.2265 | 356.9355 | 70.2911 | 124.1656 | -112.0296 | 236.1952 |
Avg Daily Profit (%) | 0.1807 | 0.151 | 0.0297 | 0.0341 | 0 | 0.0513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187482 | -68425 | -212887 | -270412 | -251865 | -138877 |
Profit Factor | 1.5532 | 1.9717 | 1.1736 | 1.128 | 0.7989 | 1.5723 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 42.2414 | 36.2069 | 48.2759 | 42.2414 | 36.2069 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.1238 | 3.474 | 1.2574 | 1.5424 | 1.4076 | 1.6846 |
Largest Winning Trade | 109696 | 109696 | 62146 | 133472 | 101313 | 133472 |
Largest Losing Trade | -68831 | -24662 | -68831 | -99126 | -99126 | -48614 |
Avg Bars in Trades | 119 | 88 | 149 | 119 | 88 | 149 |
Avg Bars in Winners | 192 | 140 | 232 | 192 | 140 | 232 |
Avg Bars in Losers | 65 | 59 | 72 | 65 | 59 | 72 |
Bars Traded | 13811 | 5144 | 8667 | 13811 | 5144 | 8667 |
Profit Streak | 22.0996 | 22.0996 | 137.5996 | 22.0996 | 22.0996 | 137.5996 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307229 | -174200 | -362092 | -227535 | -764259 | -300894 |
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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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