Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314788.7734 | 311415.9236 | 3372.8498 | -4402.8872 | 63429.8764 | -67832.7636 |
Total P&L (%) | 314.7888 | 311.4159 | 3.3729 | -4.4029 | 63.4299 | -67.8328 |
Avg Daily Profit (%) | 0.2915 | 0.2883 | 0.0031 | -0.0042 | 0.0455 | -0.105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154069 | -101654 | -78541 | -596479 | -391443 | -223956 |
Profit Factor | 1.4563 | 1.7859 | 1.0115 | 0.9977 | 1.0556 | 0.9079 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 40.6452 | 36.3636 | 44.8718 | 40.6452 | 36.3636 | 44.8718 |
Ratio Avg Win / Avg Loss | 2.1267 | 3.1254 | 1.2427 | 1.4569 | 1.8472 | 1.1154 |
Largest Winning Trade | 359845 | 359845 | 38071 | 438117 | 438117 | 98849 |
Largest Losing Trade | -32459 | -32459 | -25269 | -120609 | -120609 | -65121 |
Avg Bars in Trades | 81 | 99 | 64 | 81 | 99 | 64 |
Avg Bars in Winners | 102 | 117 | 91 | 102 | 117 | 91 |
Avg Bars in Losers | 67 | 88 | 43 | 67 | 88 | 43 |
Bars Traded | 12688 | 7639 | 5049 | 12688 | 7639 | 5049 |
Profit Streak | 12.8557 | 0 | 13.939 | 12.8557 | 0 | 13.939 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300175 | -35497 | -598164 | -581326 | -338155 | -614966 |
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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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