Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318786.1995 | 238692.4079 | 80093.7916 | 11828.3381 | -54647.8992 | 66476.2373 |
Total P&L (%) | 318.7862 | 238.6924 | 80.0938 | 11.8283 | -54.6479 | 66.4762 |
Avg Daily Profit (%) | 0.1667 | 0.1248 | 0.0419 | 0.0058 | -0.0413 | 0.0267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143266 | -153157 | -68046 | -464908 | -453937 | -141608 |
Profit Factor | 1.3723 | 1.5144 | 1.2042 | 1.0064 | 0.9505 | 1.0877 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 48.5294 | 45.5882 | 51.4706 | 48.5294 | 45.5882 | 51.4706 |
Ratio Avg Win / Avg Loss | 1.4555 | 1.8075 | 1.1354 | 1.0673 | 1.1345 | 1.0256 |
Largest Winning Trade | 176901 | 176901 | 67828 | 279391 | 279391 | 90143 |
Largest Losing Trade | -50758 | -36656 | -50758 | -121087 | -121087 | -81010 |
Avg Bars in Trades | 81 | 70 | 91 | 81 | 70 | 91 |
Avg Bars in Winners | 91 | 80 | 101 | 91 | 80 | 101 |
Avg Bars in Losers | 71 | 61 | 82 | 71 | 61 | 82 |
Bars Traded | 11026 | 4784 | 6242 | 11026 | 4784 | 6242 |
Profit Streak | 44.4539 | 55.7872 | 44.4539 | 44.4539 | 55.7872 | 44.4539 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326543 | -134084 | -245904 | -506241 | -689303 | -389948 |
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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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