Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239609.0319 | 133077.1127 | 106531.9191 | -70967.7813 | -20141.2103 | -50826.571 |
Total P&L (%) | 239.609 | 133.0771 | 106.5319 | -70.9678 | -20.1412 | -50.8266 |
Avg Daily Profit (%) | 0.1504 | 0.0835 | 0.0669 | -0.0776 | -0.0141 | -0.0445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171093 | -78651 | -117659 | -215924 | -102267 | -127161 |
Profit Factor | 1.3712 | 1.3574 | 1.3899 | 0.859 | 0.9296 | 0.766 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 51.5464 | 39.5833 | 63.2653 | 51.5464 | 39.5833 | 63.2653 |
Ratio Avg Win / Avg Loss | 1.2889 | 2.0718 | 0.807 | 0.8075 | 1.4189 | 0.4448 |
Largest Winning Trade | 170543 | 170543 | 39629 | 141522 | 141522 | 20041 |
Largest Losing Trade | -88736 | -41153 | -88736 | -92418 | -92418 | -89667 |
Avg Bars in Trades | 29 | 30 | 27 | 29 | 30 | 27 |
Avg Bars in Winners | 37 | 45 | 33 | 37 | 45 | 33 |
Avg Bars in Losers | 20 | 20 | 18 | 20 | 20 | 18 |
Bars Traded | 2837 | 1472 | 1365 | 2837 | 1472 | 1365 |
Profit Streak | 42.8151 | 42.8151 | 55.3151 | 42.8151 | 42.8151 | 55.3151 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355487 | -83321 | -101624 | -578618 | -582521 | -577701 |
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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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