Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600397.0354 | 496318.8247 | 104078.2107 | 149910.2362 | -27231.4932 | 177141.7294 |
Total P&L (%) | 600.397 | 496.3188 | 104.0782 | 149.9102 | -27.2315 | 177.1417 |
Avg Daily Profit (%) | 0.3448 | 0.285 | 0.0598 | 0.0526 | -0.0183 | 0.0586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147032 | -146946 | -83903 | -209474 | -237764 | -141221 |
Profit Factor | 1.7538 | 2.1613 | 1.282 | 1.1198 | 0.961 | 1.3202 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 52 | 19 | 33 | 52 | 19 | 33 |
Losing Trades | 79 | 47 | 32 | 79 | 47 | 32 |
Profitability (%) | 39.6947 | 28.7879 | 50.7692 | 39.6947 | 28.7879 | 50.7692 |
Ratio Avg Win / Avg Loss | 2.6645 | 5.3465 | 1.2431 | 1.7012 | 2.3772 | 1.2801 |
Largest Winning Trade | 362722 | 362722 | 56431 | 124966 | 124966 | 82098 |
Largest Losing Trade | -55027 | -30684 | -55027 | -93546 | -51595 | -93546 |
Avg Bars in Trades | 156 | 137 | 176 | 156 | 137 | 176 |
Avg Bars in Winners | 259 | 273 | 252 | 259 | 273 | 252 |
Avg Bars in Losers | 88 | 83 | 97 | 88 | 83 | 97 |
Bars Traded | 20544 | 9102 | 11442 | 20544 | 9102 | 11442 |
Profit Streak | 17.1774 | 40.5107 | 0 | 17.1774 | 40.5107 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342347 | -124570 | -244721 | -213395 | -715029 | -246105 |
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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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