Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245392.1332 | 7940.2454 | 237451.8878 | 101254.3636 | -34939.1955 | 136193.5591 |
Total P&L (%) | 245.3921 | 7.9402 | 237.4519 | 101.2544 | -34.9392 | 136.1936 |
Avg Daily Profit (%) | 0.1611 | 0.0052 | 0.1559 | 0.0459 | -0.0282 | 0.0564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118327 | -92233 | -78129 | -175305 | -156703 | -112265 |
Profit Factor | 1.4045 | 1.0253 | 1.8106 | 1.1306 | 0.9131 | 1.3653 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 52.1368 | 42.3729 | 62.069 | 52.1368 | 42.3729 | 62.069 |
Ratio Avg Win / Avg Loss | 1.2894 | 1.3944 | 1.1065 | 1.038 | 1.2419 | 0.8344 |
Largest Winning Trade | 66750 | 66750 | 49108 | 93023 | 93023 | 48583 |
Largest Losing Trade | -49458 | -32672 | -49458 | -92501 | -43409 | -92501 |
Avg Bars in Trades | 25 | 12 | 38 | 25 | 12 | 38 |
Avg Bars in Winners | 29 | 9 | 43 | 29 | 9 | 43 |
Avg Bars in Losers | 20 | 14 | 28 | 20 | 14 | 28 |
Bars Traded | 2954 | 745 | 2209 | 2954 | 745 | 2209 |
Profit Streak | 9.3082 | 9.3082 | 41.3082 | 9.3082 | 9.3082 | 41.3082 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359566 | -723020 | -167419 | -206431 | -757813 | -295735 |
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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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