Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340473.2104 | 298522.3922 | 41950.8182 | -17103.5143 | -98345.6259 | 81242.1116 |
Total P&L (%) | 340.4732 | 298.5224 | 41.9508 | -17.1035 | -98.3456 | 81.2421 |
Avg Daily Profit (%) | 0.157 | 0.1377 | 0.0194 | -0.0087 | -0.189 | 0.0274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208943 | -189523 | -103583 | -1331878 | -1409985 | -568716 |
Profit Factor | 1.4729 | 1.7813 | 1.1241 | 0.9956 | 0.9543 | 1.0471 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 48.9362 | 42.2535 | 55.7143 | 48.9362 | 42.2535 | 55.7143 |
Ratio Avg Win / Avg Loss | 1.5369 | 2.4345 | 0.8935 | 1.0389 | 1.3043 | 0.8323 |
Largest Winning Trade | 321175 | 321175 | 38669 | 729834 | 729834 | 328873 |
Largest Losing Trade | -43918 | -30485 | -43918 | -402957 | -402957 | -315532 |
Avg Bars in Trades | 43 | 35 | 51 | 43 | 35 | 51 |
Avg Bars in Winners | 56 | 44 | 64 | 56 | 44 | 64 |
Avg Bars in Losers | 31 | 28 | 34 | 31 | 28 | 34 |
Bars Traded | 6109 | 2511 | 3598 | 6109 | 2511 | 3598 |
Profit Streak | 0 | 0 | 78.106 | 0 | 0 | 78.106 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340732 | -95805 | -347182 | -579151 | -669081 | -419143 |
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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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