Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303521.8021 | 246516.0246 | 57005.7775 | -6599.0192 | 73391.5778 | -79990.597 |
Total P&L (%) | 303.5218 | 246.516 | 57.0058 | -6.599 | 73.3916 | -79.9906 |
Avg Daily Profit (%) | 0.1595 | 0.1296 | 0.03 | -0.0036 | 0.0289 | -0.0845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184166 | -74721 | -176683 | -246994 | -118233 | -194767 |
Profit Factor | 1.3907 | 1.639 | 1.1458 | 0.9917 | 1.1797 | 0.7919 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 53.1746 | 53.9683 | 52.381 | 53.1746 | 53.9683 | 52.381 |
Ratio Avg Win / Avg Loss | 1.2247 | 1.398 | 1.0416 | 0.8733 | 1.0062 | 0.7199 |
Largest Winning Trade | 181877 | 181877 | 60350 | 125402 | 125402 | 29196 |
Largest Losing Trade | -48621 | -37851 | -48621 | -93579 | -93579 | -65110 |
Avg Bars in Trades | 29 | 24 | 33 | 29 | 24 | 33 |
Avg Bars in Winners | 38 | 28 | 47 | 38 | 28 | 47 |
Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
Bars Traded | 3672 | 1566 | 2106 | 3672 | 1566 | 2106 |
Profit Streak | 484.0193 | 484.0193 | 490.5193 | 484.0193 | 484.0193 | 490.5193 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356306 | -163350 | -359684 | -578794 | -322364 | -726565 |
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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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