Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381665.314 | 300002.8008 | 81662.5132 | 23358.1721 | 76963.5245 | -53605.3524 |
Total P&L (%) | 381.6653 | 300.0028 | 81.6625 | 23.3582 | 76.9635 | -53.6054 |
Avg Daily Profit (%) | 0.2169 | 0.1705 | 0.0464 | 0.0119 | 0.0324 | -0.0436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124688 | -140892 | -76669 | -212983 | -183970 | -186676 |
Profit Factor | 1.3112 | 1.4528 | 1.1448 | 1.0141 | 1.0925 | 0.9352 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 121 | 66 | 55 | 121 | 66 | 55 |
Profitability (%) | 49.1597 | 44.5378 | 53.7815 | 49.1597 | 44.5378 | 53.7815 |
Ratio Avg Win / Avg Loss | 1.3561 | 1.8091 | 0.9839 | 1.0487 | 1.3605 | 0.8037 |
Largest Winning Trade | 160454 | 160454 | 45715 | 99156 | 99156 | 55522 |
Largest Losing Trade | -43937 | -37608 | -43937 | -103487 | -88693 | -103487 |
Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Winners | 47 | 45 | 48 | 47 | 45 | 48 |
Avg Bars in Losers | 40 | 35 | 45 | 40 | 35 | 45 |
Bars Traded | 10369 | 4758 | 5611 | 10369 | 4758 | 5611 |
Profit Streak | 20.1064 | 0 | 27.9397 | 20.1064 | 0 | 27.9397 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338099 | 256873 | -192999 | -385118 | -270672 | -579985 |
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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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