Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334011.9315 | 325086.8996 | 8925.032 | -33417.1755 | 73658.3926 | -107075.568 |
Total P&L (%) | 334.0119 | 325.0869 | 8.925 | -33.4172 | 73.6584 | -107.0756 |
Avg Daily Profit (%) | 0.1795 | 0.1747 | 0.0048 | -0.0219 | 0.0297 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191746 | -177176 | -137760 | -347684 | -281480 | -152178 |
Profit Factor | 1.3785 | 1.7757 | 1.0193 | 0.9697 | 1.1494 | 0.824 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 49.5727 | 45.7627 | 53.4483 | 49.5727 | 45.7627 | 53.4483 |
Ratio Avg Win / Avg Loss | 1.4023 | 2.1045 | 0.8877 | 0.9864 | 1.3623 | 0.7177 |
Largest Winning Trade | 127407 | 127407 | 71887 | 134440 | 134440 | 107985 |
Largest Losing Trade | -54921 | -40840 | -54921 | -119085 | -79378 | -119085 |
Avg Bars in Trades | 30 | 28 | 33 | 30 | 28 | 33 |
Avg Bars in Winners | 38 | 35 | 40 | 38 | 35 | 40 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 3604 | 1674 | 1930 | 3604 | 1674 | 1930 |
Profit Streak | 7.8351 | 7.8351 | 135.3351 | 7.8351 | 7.8351 | 135.3351 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334399 | -166602 | -731418 | -579498 | -386802 | -759002 |
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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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