Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321547.9778 | 225035.1635 | 96512.8143 | 117958.8977 | 150708.4156 | -32749.5178 |
Total P&L (%) | 321.548 | 225.0352 | 96.5128 | 117.9589 | 150.7084 | -32.7495 |
Avg Daily Profit (%) | 0.2365 | 0.1655 | 0.071 | 0.0573 | 0.0676 | -0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118143 | -82421 | -62402 | -128938 | -125083 | -108169 |
Profit Factor | 1.4488 | 1.7051 | 1.2429 | 1.1562 | 1.4749 | 0.9252 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 42.7419 | 35.4839 | 50 | 42.7419 | 35.4839 | 50 |
Ratio Avg Win / Avg Loss | 1.9408 | 3.1001 | 1.2429 | 1.5488 | 2.6816 | 0.9252 |
Largest Winning Trade | 120629 | 120629 | 44374 | 71809 | 71809 | 51990 |
Largest Losing Trade | -49052 | -23230 | -49052 | -61581 | -26004 | -61581 |
Avg Bars in Trades | 21 | 14 | 28 | 21 | 14 | 28 |
Avg Bars in Winners | 35 | 26 | 41 | 35 | 26 | 41 |
Avg Bars in Losers | 11 | 8 | 14 | 11 | 8 | 14 |
Bars Traded | 2682 | 925 | 1757 | 2682 | 925 | 1757 |
Profit Streak | 42.9613 | 42.9613 | 51.4613 | 42.9613 | 42.9613 | 51.4613 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317115 | -148715 | -251755 | -165236 | -259642 | -734116 |
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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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