Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479175.962 | 383495.649 | 95680.3131 | 60261.1356 | -79503.7225 | 139764.8581 |
Total P&L (%) | 479.176 | 383.4956 | 95.6803 | 60.2611 | -79.5037 | 139.7649 |
Avg Daily Profit (%) | 0.2731 | 0.2186 | 0.0545 | 0.0269 | -0.0903 | 0.0499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160400 | -185483 | -80267 | -524037 | -507811 | -141901 |
Profit Factor | 1.6385 | 1.8585 | 1.315 | 1.0366 | 0.9249 | 1.2382 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 45 | 16 | 29 | 45 | 16 | 29 |
Losing Trades | 69 | 41 | 28 | 69 | 41 | 28 |
Profitability (%) | 39.4737 | 28.0702 | 50.8772 | 39.4737 | 28.0702 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.5124 | 4.7625 | 1.2696 | 1.5895 | 2.37 | 1.1955 |
Largest Winning Trade | 319966 | 319966 | 46704 | 319966 | 319966 | 141044 |
Largest Losing Trade | -31248 | -28810 | -31248 | -113024 | -113024 | -95575 |
Avg Bars in Trades | 181 | 161 | 200 | 181 | 161 | 200 |
Avg Bars in Winners | 289 | 305 | 281 | 289 | 305 | 281 |
Avg Bars in Losers | 110 | 105 | 117 | 110 | 105 | 117 |
Bars Traded | 20651 | 9214 | 11437 | 20651 | 9214 | 11437 |
Profit Streak | 28.3974 | 49.7307 | 28.3974 | 28.3974 | 49.7307 | 28.3974 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308393 | -184745 | -299320 | -339516 | -774052 | -306027 |
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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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