Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463445.1786 | 360103.2038 | 103341.9748 | 137068.2938 | 230290.5667 | -93222.2728 |
Total P&L (%) | 463.4452 | 360.1032 | 103.342 | 137.0683 | 230.2906 | -93.2223 |
Avg Daily Profit (%) | 0.2487 | 0.1932 | 0.0555 | 0.0463 | 0.0641 | -0.1443 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119668 | -145711 | -100615 | -218005 | -43388 | -204628 |
Profit Factor | 1.5599 | 1.8815 | 1.2465 | 1.2645 | 2.2882 | 0.7254 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 81 | 47 | 34 | 81 | 47 | 34 |
Profitability (%) | 48.7342 | 40.5063 | 56.962 | 48.7342 | 40.5063 | 56.962 |
Ratio Avg Win / Avg Loss | 1.6409 | 2.7635 | 0.9418 | 1.3301 | 3.3607 | 0.5481 |
Largest Winning Trade | 131191 | 131191 | 62500 | 109236 | 109236 | 24395 |
Largest Losing Trade | -82193 | -33692 | -82193 | -188201 | -25280 | -188201 |
Avg Bars in Trades | 32 | 39 | 26 | 32 | 39 | 26 |
Avg Bars in Winners | 40 | 54 | 29 | 40 | 54 | 29 |
Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
Bars Traded | 5177 | 3106 | 2071 | 5177 | 3106 | 2071 |
Profit Streak | 45.3648 | 45.3648 | 79.3648 | 45.3648 | 45.3648 | 79.3648 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455341 | -18527 | -145318 | -129342 | -132604 | -605314 |
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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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