Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338676.1821 | 237192.3008 | 101483.8813 | 72981.4055 | 96941.6557 | -23960.2502 |
Total P&L (%) | 338.6762 | 237.1923 | 101.4839 | 72.9814 | 96.9417 | -23.9603 |
Avg Daily Profit (%) | 0.2475 | 0.1733 | 0.0742 | 0.0401 | 0.0495 | -0.02 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151935 | -89250 | -126065 | -299779 | -124763 | -260141 |
Profit Factor | 1.5729 | 1.8032 | 1.343 | 1.0826 | 1.2326 | 0.9487 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 41.4894 | 29.7872 | 53.1915 | 41.4894 | 29.7872 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.2182 | 4.2504 | 1.1818 | 1.5267 | 2.9054 | 0.8348 |
Largest Winning Trade | 139776 | 139776 | 36806 | 180837 | 180837 | 58442 |
Largest Losing Trade | -73187 | -26677 | -73187 | -185619 | -72414 | -185619 |
Avg Bars in Trades | 169 | 144 | 193 | 169 | 144 | 193 |
Avg Bars in Winners | 252 | 261 | 247 | 252 | 261 | 247 |
Avg Bars in Losers | 110 | 94 | 132 | 110 | 94 | 132 |
Bars Traded | 15900 | 6792 | 9108 | 15900 | 6792 | 9108 |
Profit Streak | 28.0625 | 48.4791 | 0 | 28.0625 | 48.4791 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301345 | 98671 | -93094 | -270496 | -134051 | -580283 |
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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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