Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389282.5374 | 314612.8221 | 74669.7153 | 192941.097 | 325824.1653 | -132883.0682 |
Total P&L (%) | 389.2825 | 314.6128 | 74.6697 | 192.9411 | 325.8242 | -132.8831 |
Avg Daily Profit (%) | 0.1776 | 0.1435 | 0.0341 | 0.049 | 0.0661 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150185 | -136137 | -100546 | -637306 | -296399 | -458564 |
Profit Factor | 1.5879 | 1.8513 | 1.2552 | 1.1274 | 1.4209 | 0.8205 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 53.7037 | 53.7037 | 53.7037 | 53.7037 | 53.7037 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.3689 | 1.5959 | 1.0821 | 0.9719 | 1.2249 | 0.7073 |
Largest Winning Trade | 128917 | 128917 | 37672 | 263212 | 263212 | 120411 |
Largest Losing Trade | -49446 | -41918 | -49446 | -275400 | -126629 | -275400 |
Avg Bars in Trades | 76 | 82 | 70 | 76 | 82 | 70 |
Avg Bars in Winners | 79 | 79 | 79 | 79 | 79 | 79 |
Avg Bars in Losers | 72 | 84 | 59 | 72 | 84 | 59 |
Bars Traded | 8233 | 4442 | 3791 | 8233 | 4442 | 3791 |
Profit Streak | 47.4332 | 47.4332 | 73.9332 | 47.4332 | 47.4332 | 73.9332 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397036 | -176981 | -326195 | -207716 | -282860 | -759387 |
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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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