Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196696.6203 | 175346.1041 | 21350.5162 | 20125.2989 | 249470.899 | -229345.6001 |
Total P&L (%) | 196.6966 | 175.3461 | 21.3505 | 20.1253 | 249.4709 | -229.3456 |
Avg Daily Profit (%) | 0.1604 | 0.143 | 0.0174 | 0.015 | 0.1021 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227513 | -166735 | -113965 | -2009200 | -1059499 | -985126 |
Profit Factor | 1.3184 | 1.4698 | 1.0873 | 1.0049 | 1.0975 | 0.8485 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 57.3643 | 54.6875 | 60 | 57.3643 | 54.6875 | 60 |
Ratio Avg Win / Avg Loss | 0.9799 | 1.2178 | 0.7249 | 0.7469 | 0.9093 | 0.5657 |
Largest Winning Trade | 120434 | 120434 | 26234 | 529789 | 529789 | 201755 |
Largest Losing Trade | -44491 | -44491 | -20813 | -931889 | -931889 | -201947 |
Avg Bars in Trades | 27 | 42 | 11 | 27 | 42 | 11 |
Avg Bars in Winners | 15 | 21 | 10 | 15 | 21 | 10 |
Avg Bars in Losers | 43 | 69 | 14 | 43 | 69 | 14 |
Bars Traded | 3508 | 2743 | 765 | 3508 | 2743 | 765 |
Profit Streak | 27.6585 | 27.6585 | 56.9918 | 27.6585 | 27.6585 | 56.9918 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321316 | -138548 | -430458 | -393315 | -309207 | -709484 |
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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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