Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256466.1589 | 6246.387 | 250219.7719 | 213488.1011 | -38953.5585 | 252441.6597 |
Total P&L (%) | 256.4662 | 6.2464 | 250.2198 | 213.4881 | -38.9536 | 252.4417 |
Avg Daily Profit (%) | 0.1681 | 0.0041 | 0.164 | 0.0749 | -0.0323 | 0.0826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53390 | -67686 | -54736 | -182242 | -237604 | -198042 |
Profit Factor | 1.365 | 1.0161 | 1.7928 | 1.1232 | 0.9579 | 1.3123 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 68 | 24 | 44 | 68 | 24 | 44 |
Losing Trades | 113 | 66 | 47 | 113 | 66 | 47 |
Profitability (%) | 37.5691 | 26.6667 | 48.3516 | 37.5691 | 26.6667 | 48.3516 |
Ratio Avg Win / Avg Loss | 2.2683 | 2.7944 | 1.9151 | 1.8665 | 2.6341 | 1.4018 |
Largest Winning Trade | 76842 | 76842 | 40849 | 174099 | 174099 | 88057 |
Largest Losing Trade | -26948 | -14674 | -26948 | -51239 | -51239 | -51123 |
Avg Bars in Trades | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Winners | 30 | 34 | 28 | 30 | 34 | 28 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 3010 | 1362 | 1648 | 3010 | 1362 | 1648 |
Profit Streak | 36.4974 | 38.9974 | 36.4974 | 36.4974 | 38.9974 | 36.4974 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 227587 | -576749 | 380986 | -179429 | -599958 | -82665 |
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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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