Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385450.648 | 371306.4597 | 14144.1883 | -7803.2363 | -63160.8098 | 55357.5736 |
Total P&L (%) | 385.4506 | 371.3065 | 14.1442 | -7.8032 | -63.1608 | 55.3576 |
Avg Daily Profit (%) | 0.1542 | 0.1485 | 0.0057 | -0.0033 | -0.0399 | 0.0176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214458 | -192884 | -64851 | -1086700 | -940940 | -205429 |
Profit Factor | 1.4586 | 1.7058 | 1.045 | 0.9964 | 0.9583 | 1.0856 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 49.6183 | 49.2308 | 50 | 49.6183 | 49.2308 | 50 |
Ratio Avg Win / Avg Loss | 1.4811 | 1.7591 | 1.045 | 1.0117 | 0.9882 | 1.0856 |
Largest Winning Trade | 196094 | 196094 | 28936 | 578162 | 578162 | 154478 |
Largest Losing Trade | -45672 | -45672 | -21193 | -341611 | -341611 | -86120 |
Avg Bars in Trades | 110 | 177 | 45 | 110 | 177 | 45 |
Avg Bars in Winners | 101 | 154 | 50 | 101 | 154 | 50 |
Avg Bars in Losers | 120 | 200 | 40 | 120 | 200 | 40 |
Bars Traded | 14532 | 11548 | 2984 | 14532 | 11548 | 2984 |
Profit Streak | 35.7416 | 38.0749 | 35.7416 | 35.7416 | 38.0749 | 35.7416 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341005 | -122991 | -516788 | -577921 | -712212 | -420290 |
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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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