Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365021.8411 | 377757.7022 | -12735.861 | 36716.4397 | 115947.1123 | -79230.6726 |
Total P&L (%) | 365.0218 | 377.7577 | -12.7359 | 36.7164 | 115.9471 | -79.2307 |
Avg Daily Profit (%) | 0.1557 | 0.1612 | -0.0054 | 0.0133 | 0.0328 | -0.067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175234 | -97336 | -223936 | -167596 | -89478 | -175673 |
Profit Factor | 1.484 | 2.1154 | 0.9693 | 1.0624 | 1.4548 | 0.7625 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 51.8519 | 50 | 53.7313 | 51.8519 | 50 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.378 | 2.1154 | 0.8347 | 0.9865 | 1.4548 | 0.6566 |
Largest Winning Trade | 200022 | 200022 | 59298 | 57316 | 57316 | 44045 |
Largest Losing Trade | -60548 | -32720 | -60548 | -85901 | -25693 | -85901 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 63 | 66 | 59 | 63 | 66 | 59 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 6681 | 3370 | 3311 | 6681 | 3370 | 3311 |
Profit Streak | 44.2045 | 211.2045 | 44.2045 | 44.2045 | 211.2045 | 44.2045 |
Trades During Streak | 7 | 9 | 3 | 7 | 9 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383279 | -96359 | -695554 | -328897 | -255648 | -695554 |
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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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