Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394497.7407 | 329797.3413 | 64700.3994 | -12248.3479 | 17495.8672 | -29744.2151 |
Total P&L (%) | 394.4977 | 329.7973 | 64.7004 | -12.2483 | 17.4959 | -29.7442 |
Avg Daily Profit (%) | 0.2074 | 0.1733 | 0.034 | -0.0069 | 0.0085 | -0.0186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221976 | -128910 | -186415 | -175262 | -83988 | -133822 |
Profit Factor | 1.3626 | 1.564 | 1.1286 | 0.9825 | 1.0475 | 0.9101 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 49.3151 | 45.2055 | 53.4247 | 49.3151 | 45.2055 | 53.4247 |
Ratio Avg Win / Avg Loss | 1.4005 | 1.8957 | 0.9839 | 1.0098 | 1.2697 | 0.7934 |
Largest Winning Trade | 183501 | 183501 | 45673 | 53126 | 48510 | 53126 |
Largest Losing Trade | -48591 | -48591 | -44837 | -53505 | -45526 | -53505 |
Avg Bars in Trades | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Winners | 30 | 35 | 26 | 30 | 35 | 26 |
Avg Bars in Losers | 20 | 23 | 18 | 20 | 23 | 18 |
Bars Traded | 3744 | 2081 | 1663 | 3744 | 2081 | 1663 |
Profit Streak | 512.7215 | 517.2215 | 512.7215 | 512.7215 | 517.2215 | 512.7215 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342295 | -62759 | -298925 | -577753 | -431279 | -651152 |
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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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