Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294946.243 | 217553.0817 | 77393.1612 | 92178.0639 | 105488.2139 | -13310.15 |
Total P&L (%) | 294.9462 | 217.5531 | 77.3932 | 92.1781 | 105.4882 | -13.3102 |
Avg Daily Profit (%) | 0.2179 | 0.1608 | 0.0572 | 0.0483 | 0.0532 | -0.0106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154739 | -68129 | -149283 | -212005 | -172223 | -218214 |
Profit Factor | 1.3999 | 1.6078 | 1.2039 | 1.089 | 1.2106 | 0.9751 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 44.8 | 36.5079 | 53.2258 | 44.8 | 36.5079 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.7249 | 2.7962 | 1.058 | 1.3418 | 2.1053 | 0.8569 |
Largest Winning Trade | 76011 | 76011 | 35441 | 105386 | 105386 | 84104 |
Largest Losing Trade | -54358 | -29796 | -54358 | -93434 | -47485 | -93434 |
Avg Bars in Trades | 62 | 66 | 58 | 62 | 66 | 58 |
Avg Bars in Winners | 84 | 100 | 74 | 84 | 100 | 74 |
Avg Bars in Losers | 44 | 47 | 40 | 44 | 47 | 40 |
Bars Traded | 7821 | 4202 | 3619 | 7821 | 4202 | 3619 |
Profit Streak | 32.9123 | 32.9123 | 34.2457 | 32.9123 | 32.9123 | 34.2457 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319860 | -141335 | -270280 | -251728 | -272846 | -733998 |
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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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