Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451287.9139 | 379945.9294 | 71341.9845 | -4241.3619 | -66569.0339 | 62327.672 |
Total P&L (%) | 451.2879 | 379.9459 | 71.342 | -4.2414 | -66.569 | 62.3277 |
Avg Daily Profit (%) | 0.2581 | 0.2173 | 0.0408 | -0.0025 | -0.0626 | 0.0277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238259 | -205193 | -184084 | -350621 | -385189 | -156529 |
Profit Factor | 1.4093 | 1.6993 | 1.1275 | 0.9969 | 0.9101 | 1.1027 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 83 | 30 | 53 | 83 | 30 | 53 |
Losing Trades | 133 | 78 | 55 | 133 | 78 | 55 |
Profitability (%) | 38.4259 | 27.7778 | 49.0741 | 38.4259 | 27.7778 | 49.0741 |
Ratio Avg Win / Avg Loss | 2.2582 | 4.4183 | 1.1701 | 1.5974 | 2.3662 | 1.1443 |
Largest Winning Trade | 316407 | 316407 | 48494 | 267837 | 267837 | 85418 |
Largest Losing Trade | -46108 | -35131 | -46108 | -120359 | -120359 | -63769 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3450 | 1589 | 1861 | 3450 | 1589 | 1861 |
Profit Streak | 46.2265 | 46.2265 | 85.2265 | 46.2265 | 46.2265 | 85.2265 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301616 | -5583 | -217638 | -579602 | -594572 | -262929 |
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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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