Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326351.9612 | 268040.7471 | 58311.2141 | -42931.2958 | -259982.1202 | 217050.8244 |
Total P&L (%) | 326.352 | 268.0407 | 58.3112 | -42.9313 | -259.9821 | 217.0508 |
Avg Daily Profit (%) | 0.1702 | 0.1398 | 0.0304 | -0.0292 | 0 | 0.0602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -317657 | -148514 | -198773 | -2712580 | -2131293 | -1787354 |
Profit Factor | 1.2248 | 1.3324 | 1.0904 | 0.9967 | 0.9651 | 1.0379 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 162 | 73 | 89 | 162 | 73 | 89 |
Losing Trades | 170 | 93 | 77 | 170 | 93 | 77 |
Profitability (%) | 48.7952 | 43.9759 | 53.6145 | 48.7952 | 43.9759 | 53.6145 |
Ratio Avg Win / Avg Loss | 1.2853 | 1.6975 | 0.9434 | 1.046 | 1.2295 | 0.8979 |
Largest Winning Trade | 135911 | 135911 | 41916 | 857620 | 857620 | 332835 |
Largest Losing Trade | -71106 | -26311 | -71106 | -489666 | -489666 | -441494 |
Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Winners | 38 | 42 | 34 | 38 | 42 | 34 |
Avg Bars in Losers | 30 | 33 | 26 | 30 | 33 | 26 |
Bars Traded | 11389 | 6240 | 5149 | 11389 | 6240 | 5149 |
Profit Streak | 27.7234 | 27.7234 | 51.7234 | 27.7234 | 27.7234 | 51.7234 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351361 | -6047 | -273622 | -576342 | -580128 | -290899 |
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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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