Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261353.4245 | 146468.3118 | 114885.1127 | -98746.6569 | -122187.1084 | 23440.4515 |
Total P&L (%) | 261.3534 | 146.4683 | 114.8851 | -98.7467 | -122.1871 | 23.4405 |
Avg Daily Profit (%) | 0.162 | 0.0908 | 0.0712 | -0.271 | 0 | 0.0131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129915 | -103713 | -134811 | -410574 | -360413 | -269611 |
Profit Factor | 1.3299 | 1.35 | 1.3074 | 0.9244 | 0.8161 | 1.0365 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 96 | 42 | 54 | 96 | 42 | 54 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 64.8649 | 56.7568 | 72.973 | 64.8649 | 56.7568 | 72.973 |
Ratio Avg Win / Avg Loss | 0.7204 | 1.0286 | 0.4842 | 0.5007 | 0.6218 | 0.3839 |
Largest Winning Trade | 71375 | 71375 | 31829 | 86717 | 86717 | 79093 |
Largest Losing Trade | -99636 | -43790 | -99636 | -166017 | -126373 | -166017 |
Avg Bars in Trades | 63 | 60 | 66 | 63 | 60 | 66 |
Avg Bars in Winners | 46 | 41 | 50 | 46 | 41 | 50 |
Avg Bars in Losers | 94 | 86 | 107 | 94 | 86 | 107 |
Bars Traded | 9386 | 4492 | 4894 | 9386 | 4492 | 4894 |
Profit Streak | 28.8691 | 28.8691 | 72.7024 | 28.8691 | 28.8691 | 72.7024 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331964 | -134158 | -159653 | -577452 | -643542 | -422288 |
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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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