Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407578.4883 | 395508.6572 | 12069.8311 | -81055.0511 | -62506.6031 | -18548.4481 |
Total P&L (%) | 407.5785 | 395.5087 | 12.0698 | -81.0551 | -62.5066 | -18.5484 |
Avg Daily Profit (%) | 0.2142 | 0.2079 | 0.0063 | -0.0874 | -0.0516 | -0.0108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271265 | -149680 | -220281 | -81797 | -78717 | -41094 |
Profit Factor | 1.3391 | 1.7452 | 1.018 | 0.7904 | 0.6859 | 0.9012 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 50 | 47.8261 | 52.1739 | 50 | 47.8261 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.3391 | 1.9039 | 0.9331 | 0.7904 | 0.7482 | 0.8261 |
Largest Winning Trade | 267400 | 267400 | 62225 | 20997 | 17379 | 20997 |
Largest Losing Trade | -69130 | -37563 | -69130 | -27523 | -27523 | -24925 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 26 | 26 | 25 | 26 | 26 | 25 |
Bars Traded | 3767 | 1877 | 1890 | 3767 | 1877 | 1890 |
Profit Streak | 508.0402 | 523.5402 | 508.0402 | 508.0402 | 523.5402 | 508.0402 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348065 | -90944 | -588686 | -579174 | -682719 | -681314 |
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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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