Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396099.3349 | 382821.5426 | 13277.7923 | 25435.6977 | 128913.5962 | -103477.8985 |
Total P&L (%) | 396.0993 | 382.8215 | 13.2778 | 25.4357 | 128.9136 | -103.4779 |
Avg Daily Profit (%) | 0.2231 | 0.2156 | 0.0075 | 0.0128 | 0.0466 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135892 | -69076 | -128951 | -207308 | -117503 | -182419 |
Profit Factor | 1.4416 | 2 | 1.0258 | 1.025 | 1.3079 | 0.8276 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 44.0789 | 42.1053 | 46.0526 | 44.0789 | 42.1053 | 46.0526 |
Ratio Avg Win / Avg Loss | 1.8289 | 2.75 | 1.2017 | 1.3003 | 1.7984 | 0.9694 |
Largest Winning Trade | 165516 | 165516 | 77109 | 95722 | 80572 | 95722 |
Largest Losing Trade | -52496 | -37520 | -52496 | -72235 | -32333 | -72235 |
Avg Bars in Trades | 45 | 40 | 50 | 45 | 40 | 50 |
Avg Bars in Winners | 68 | 57 | 78 | 68 | 57 | 78 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 6931 | 3081 | 3850 | 6931 | 3081 | 3850 |
Profit Streak | 29.6665 | 29.6665 | 38.1665 | 29.6665 | 29.6665 | 38.1665 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337553 | -40433 | -489206 | -372871 | -181352 | -631225 |
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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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