Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260630.7788 | 77859.0622 | 182771.7166 | 53062.2622 | -14908.2557 | 67970.5179 |
Total P&L (%) | 260.6308 | 77.8591 | 182.7717 | 53.0623 | -14.9083 | 67.9705 |
Avg Daily Profit (%) | 0.1567 | 0.0468 | 0.1099 | 0.0256 | -0.0097 | 0.0312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158572 | -93287 | -124308 | -625590 | -323392 | -456880 |
Profit Factor | 1.3687 | 1.239 | 1.4796 | 1.0228 | 0.9853 | 1.0517 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 50.8197 | 49.1803 | 52.459 | 50.8197 | 49.1803 | 52.459 |
Ratio Avg Win / Avg Loss | 1.3246 | 1.2803 | 1.3409 | 0.9898 | 1.0181 | 0.9531 |
Largest Winning Trade | 117577 | 117577 | 54943 | 241327 | 241327 | 141339 |
Largest Losing Trade | -44649 | -28101 | -44649 | -244361 | -145642 | -244361 |
Avg Bars in Trades | 53 | 22 | 83 | 53 | 22 | 83 |
Avg Bars in Winners | 64 | 21 | 104 | 64 | 21 | 104 |
Avg Bars in Losers | 41 | 23 | 60 | 41 | 23 | 60 |
Bars Traded | 6468 | 1375 | 5093 | 6468 | 1375 | 5093 |
Profit Streak | 51.1273 | 51.1273 | 54.1273 | 51.1273 | 51.1273 | 54.1273 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330268 | -291818 | -205862 | -355502 | -740268 | -477469 |
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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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