Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542915.0955 | 411258.4982 | 131656.5973 | 138504.0255 | 154728.5567 | -16224.5312 |
Total P&L (%) | 542.9151 | 411.2585 | 131.6566 | 138.504 | 154.7286 | -16.2245 |
Avg Daily Profit (%) | 0.2883 | 0.2184 | 0.0699 | 0.0462 | 0.0497 | -0.0094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108325 | -90671 | -150290 | -188351 | -179535 | -215320 |
Profit Factor | 1.7182 | 2.1019 | 1.344 | 1.1637 | 1.4012 | 0.9648 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 54.0323 | 45.1613 | 62.9032 | 54.0323 | 45.1613 | 62.9032 |
Ratio Avg Win / Avg Loss | 1.4617 | 2.5524 | 0.7926 | 0.99 | 1.7014 | 0.569 |
Largest Winning Trade | 150986 | 150986 | 47997 | 105511 | 105511 | 72247 |
Largest Losing Trade | -92151 | -28429 | -92151 | -161626 | -60678 | -161626 |
Avg Bars in Trades | 28 | 21 | 35 | 28 | 21 | 35 |
Avg Bars in Winners | 36 | 27 | 43 | 36 | 27 | 43 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 3497 | 1313 | 2184 | 3497 | 1313 | 2184 |
Profit Streak | 132.2011 | 132.2011 | 140.7011 | 132.2011 | 132.2011 | 140.7011 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468971 | -143440 | -252831 | -171319 | -279983 | -732714 |
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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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