Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343814.5146 | 42351.9038 | 301462.6108 | 552332.0316 | -49978.2958 | 602310.3274 |
Total P&L (%) | 343.8145 | 42.3519 | 301.4626 | 552.332 | -49.9783 | 602.3103 |
Avg Daily Profit (%) | 0.2242 | 0.0276 | 0.1966 | 0.1224 | -0.0452 | 0.1272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78232 | -74828 | -88116 | -369238 | -281808 | -357672 |
Profit Factor | 1.5163 | 1.108 | 2.1012 | 1.2104 | 0.9665 | 1.5304 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 44.7368 | 39.4737 | 50 | 44.7368 | 39.4737 | 50 |
Ratio Avg Win / Avg Loss | 1.873 | 1.6989 | 2.1012 | 1.4952 | 1.4819 | 1.5304 |
Largest Winning Trade | 63997 | 63997 | 34611 | 198047 | 198047 | 183859 |
Largest Losing Trade | -34334 | -30805 | -34334 | -107855 | -107855 | -105110 |
Avg Bars in Trades | 58 | 62 | 55 | 58 | 62 | 55 |
Avg Bars in Winners | 78 | 83 | 75 | 78 | 83 | 75 |
Avg Bars in Losers | 42 | 49 | 34 | 42 | 49 | 34 |
Bars Traded | 8961 | 4764 | 4197 | 8961 | 4764 | 4197 |
Profit Streak | 25.1305 | 0 | 29.6305 | 25.1305 | 0 | 29.6305 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346947 | -312182 | -37330 | -30383 | -632663 | -69100 |
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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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