Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256044.5325 | 63582.5176 | 192462.0149 | 15.3885 | -413353.9529 | 413369.3414 |
Total P&L (%) | 256.0445 | 63.5825 | 192.462 | 0.0154 | -413.354 | 413.3693 |
Avg Daily Profit (%) | 0.168 | 0.0417 | 0.1263 | 0 | 0 | 0.1074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141299 | -116630 | -109185 | -580471 | -701440 | -401640 |
Profit Factor | 1.2026 | 1.085 | 1.3734 | 1 | 0.8212 | 1.3034 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 157 | 75 | 82 | 157 | 75 | 82 |
Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
Profitability (%) | 54.5139 | 52.0833 | 56.9444 | 54.5139 | 52.0833 | 56.9444 |
Ratio Avg Win / Avg Loss | 1.0034 | 0.9982 | 1.0385 | 0.8344 | 0.7555 | 0.9855 |
Largest Winning Trade | 41238 | 41238 | 28301 | 115931 | 100069 | 115931 |
Largest Losing Trade | -58387 | -58387 | -31363 | -276425 | -276425 | -113007 |
Avg Bars in Trades | 31 | 35 | 26 | 31 | 35 | 26 |
Avg Bars in Winners | 28 | 32 | 25 | 28 | 32 | 25 |
Avg Bars in Losers | 33 | 38 | 28 | 33 | 38 | 28 |
Bars Traded | 8962 | 5115 | 3847 | 8962 | 5115 | 3847 |
Profit Streak | 49.8988 | 49.8988 | 64.8988 | 49.8988 | 49.8988 | 64.8988 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379103 | -264842 | -21409 | -577065 | -579264 | -48691 |
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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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