Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402017.1705 | 334742.4084 | 67274.7621 | 230218.9965 | 431396.4272 | -201177.4307 |
Total P&L (%) | 402.0172 | 334.7424 | 67.2748 | 230.219 | 431.3964 | -201.1774 |
Avg Daily Profit (%) | 0.1832 | 0.1526 | 0.0307 | 0.0545 | 0.0762 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112995 | -118950 | -134186 | -360113 | -130956 | -457149 |
Profit Factor | 1.4964 | 1.7933 | 1.1734 | 1.1466 | 1.6063 | 0.7658 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 48.1013 | 48.1013 | 48.1013 | 48.1013 | 48.1013 | 48.1013 |
Ratio Avg Win / Avg Loss | 1.6146 | 1.9349 | 1.2661 | 1.2371 | 1.7331 | 0.8263 |
Largest Winning Trade | 126014 | 126014 | 40595 | 150419 | 150419 | 80082 |
Largest Losing Trade | -49217 | -44553 | -49217 | -157778 | -98130 | -157778 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 52 | 44 | 60 | 52 | 44 | 60 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 6425 | 2903 | 3522 | 6425 | 2903 | 3522 |
Profit Streak | 42.2354 | 95.9021 | 42.2354 | 42.2354 | 95.9021 | 42.2354 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394189 | -15721 | -209002 | -178399 | -114556 | -607923 |
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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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