Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289322.864 | 70225.8988 | 219096.9652 | 217595.4846 | -31836.9153 | 249432.4 |
Total P&L (%) | 289.3229 | 70.2259 | 219.097 | 217.5955 | -31.8369 | 249.4324 |
Avg Daily Profit (%) | 0.1918 | 0.0466 | 0.1453 | 0.0766 | -0.0254 | 0.083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82341 | -94872 | -57499 | -447915 | -500591 | -307748 |
Profit Factor | 1.448 | 1.1875 | 1.8079 | 1.0998 | 0.9746 | 1.2697 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
Losing Trades | 53 | 33 | 20 | 53 | 33 | 20 |
Profitability (%) | 54.3103 | 43.1034 | 65.5172 | 54.3103 | 43.1034 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.2182 | 1.5675 | 0.9515 | 0.9253 | 1.2865 | 0.6683 |
Largest Winning Trade | 54013 | 54013 | 36202 | 201428 | 201428 | 129221 |
Largest Losing Trade | -34633 | -34633 | -30916 | -226070 | -226070 | -190606 |
Avg Bars in Trades | 35 | 35 | 36 | 35 | 35 | 36 |
Avg Bars in Winners | 35 | 35 | 36 | 35 | 35 | 36 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 4167 | 2076 | 2091 | 4167 | 2076 | 2091 |
Profit Streak | 33.8789 | 33.8789 | 69.8789 | 33.8789 | 33.8789 | 69.8789 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374412 | -326102 | -175552 | -201131 | -761307 | -261005 |
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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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