Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310668.3168 | 274211.1182 | 36457.1986 | 5042.0596 | 218794.9838 | -213752.9242 |
Total P&L (%) | 310.6683 | 274.2111 | 36.4572 | 5.0421 | 218.795 | -213.7529 |
Avg Daily Profit (%) | 0.1752 | 0.1546 | 0.0206 | 0.0028 | 0.0654 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154494 | -122564 | -73183 | -645972 | -469364 | -298974 |
Profit Factor | 1.3439 | 1.628 | 1.0781 | 1.002 | 1.1843 | 0.8375 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 46.3415 | 40.3226 | 52.459 | 46.3415 | 40.3226 | 52.459 |
Ratio Avg Win / Avg Loss | 1.5561 | 2.4095 | 0.977 | 1.1602 | 1.7528 | 0.759 |
Largest Winning Trade | 89668 | 89668 | 45191 | 223914 | 223914 | 124134 |
Largest Losing Trade | -50688 | -35315 | -50688 | -298974 | -166106 | -298974 |
Avg Bars in Trades | 41 | 47 | 36 | 41 | 47 | 36 |
Avg Bars in Winners | 51 | 59 | 45 | 51 | 59 | 45 |
Avg Bars in Losers | 33 | 39 | 25 | 33 | 39 | 25 |
Bars Traded | 5161 | 2965 | 2196 | 5161 | 2965 | 2196 |
Profit Streak | 36.0259 | 36.0259 | 140.6926 | 36.0259 | 36.0259 | 140.6926 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315577 | -147362 | -464235 | -573304 | -279998 | -740788 |
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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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