Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365932.0108 | 363883.9624 | 2048.0484 | -83107.4388 | 53265.8307 | -136373.2695 |
Total P&L (%) | 365.932 | 363.884 | 2.048 | -83.1074 | 53.2658 | -136.3733 |
Avg Daily Profit (%) | 0.1959 | 0.1948 | 0.0011 | -0.0952 | 0.0229 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189594 | -87544 | -193259 | -130945 | -57769 | -115847 |
Profit Factor | 1.3316 | 1.8616 | 1.003 | 0.803 | 1.3914 | 0.5226 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 57.6642 | 53.6232 | 61.7647 | 57.6642 | 53.6232 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.9776 | 1.6101 | 0.6209 | 0.5895 | 1.2034 | 0.3235 |
Largest Winning Trade | 112093 | 112093 | 55666 | 33483 | 33483 | 17191 |
Largest Losing Trade | -85109 | -33167 | -85109 | -103444 | -25058 | -103444 |
Avg Bars in Trades | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Winners | 22 | 16 | 28 | 22 | 16 | 28 |
Avg Bars in Losers | 30 | 25 | 37 | 30 | 25 | 37 |
Bars Traded | 3592 | 1415 | 2177 | 3592 | 1415 | 2177 |
Profit Streak | 38.2086 | 38.2086 | 78.2086 | 38.2086 | 38.2086 | 78.2086 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317484 | -89277 | -682701 | -578155 | -263185 | -687469 |
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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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