Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427122.1078 | 364848.9837 | 62273.1241 | 123748.6467 | 150679.8133 | -26931.1665 |
Total P&L (%) | 427.1221 | 364.849 | 62.2731 | 123.7486 | 150.6798 | -26.9312 |
Avg Daily Profit (%) | 0.2399 | 0.2049 | 0.035 | 0.0452 | 0.0516 | -0.0176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81798 | -76784 | -85082 | -654232 | -530264 | -455865 |
Profit Factor | 1.5529 | 1.8179 | 1.1908 | 1.0367 | 1.0762 | 0.9807 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 42.2819 | 36.4865 | 48 | 42.2819 | 36.4865 | 48 |
Ratio Avg Win / Avg Loss | 2.1199 | 3.1644 | 1.2901 | 1.4152 | 1.8733 | 1.0624 |
Largest Winning Trade | 193480 | 193480 | 60379 | 309420 | 309420 | 246224 |
Largest Losing Trade | -35962 | -35962 | -35112 | -229005 | -229005 | -194677 |
Avg Bars in Trades | 68 | 95 | 42 | 68 | 95 | 42 |
Avg Bars in Winners | 99 | 157 | 55 | 99 | 157 | 55 |
Avg Bars in Losers | 46 | 59 | 30 | 46 | 59 | 30 |
Bars Traded | 10237 | 7043 | 3194 | 10237 | 7043 | 3194 |
Profit Streak | 37.0094 | 0 | 58.1761 | 37.0094 | 0 | 58.1761 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311026 | -58601 | -214485 | -314723 | -329318 | -636286 |
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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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