Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364936.7473 | 298427.1247 | 66509.6226 | 29806.7734 | -28981.0537 | 58787.8271 |
Total P&L (%) | 364.9367 | 298.4271 | 66.5096 | 29.8068 | -28.9811 | 58.7878 |
Avg Daily Profit (%) | 0.2669 | 0.2183 | 0.0486 | 0.0191 | -0.025 | 0.0338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142889 | -108012 | -132319 | -217285 | -155789 | -134935 |
Profit Factor | 1.4562 | 1.6688 | 1.188 | 1.0418 | 0.9302 | 1.1968 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 41.4815 | 32.8358 | 50 | 41.4815 | 32.8358 | 50 |
Ratio Avg Win / Avg Loss | 2.0543 | 3.4134 | 1.188 | 1.4696 | 1.9026 | 1.1968 |
Largest Winning Trade | 264450 | 264450 | 53437 | 55988 | 55988 | 40865 |
Largest Losing Trade | -37326 | -35724 | -37326 | -58904 | -58904 | -40685 |
Avg Bars in Trades | 119 | 127 | 111 | 119 | 127 | 111 |
Avg Bars in Winners | 159 | 219 | 121 | 159 | 219 | 121 |
Avg Bars in Losers | 90 | 82 | 101 | 90 | 82 | 101 |
Bars Traded | 16144 | 8550 | 7594 | 16144 | 8550 | 7594 |
Profit Streak | 27.1291 | 37.5458 | 27.1291 | 27.1291 | 37.5458 | 27.1291 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302448 | -112150 | -250497 | -347028 | -701088 | -261171 |
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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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