Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581186.7295 | 561005.9252 | 20180.8043 | -45369.4844 | 16365.7768 | -61735.2612 |
Total P&L (%) | 581.1867 | 561.0059 | 20.1808 | -45.3695 | 16.3658 | -61.7353 |
Avg Daily Profit (%) | 0.3622 | 0.3496 | 0.0126 | -0.0377 | 0.0094 | -0.0599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193832 | -138766 | -156947 | -731740 | -374531 | -530104 |
Profit Factor | 1.644 | 2.1711 | 1.0477 | 0.9749 | 1.02 | 0.9378 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 88 | 50 | 38 | 88 | 50 | 38 |
Profitability (%) | 36.2319 | 27.5362 | 44.9275 | 36.2319 | 27.5362 | 44.9275 |
Ratio Avg Win / Avg Loss | 2.8934 | 5.7134 | 1.2842 | 1.7159 | 2.6843 | 1.1496 |
Largest Winning Trade | 442813 | 442813 | 54534 | 272936 | 272936 | 270822 |
Largest Losing Trade | -71954 | -49006 | -71954 | -299918 | -117703 | -299918 |
Avg Bars in Trades | 68 | 61 | 75 | 68 | 61 | 75 |
Avg Bars in Winners | 119 | 127 | 114 | 119 | 127 | 114 |
Avg Bars in Losers | 39 | 37 | 43 | 39 | 37 | 43 |
Bars Traded | 9452 | 4269 | 5183 | 9452 | 4269 | 5183 |
Profit Streak | 47.0352 | 47.0352 | 56.3685 | 47.0352 | 47.0352 | 56.3685 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307337 | -106588 | -454280 | -582000 | -506925 | -682480 |
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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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