Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330203.3793 | 358900.6345 | -28697.2552 | -66735.2656 | -93063.1022 | 26327.8367 |
Total P&L (%) | 330.2034 | 358.9006 | -28.6973 | -66.7353 | -93.0631 | 26.3278 |
Avg Daily Profit (%) | 0.1748 | 0.19 | -0.0152 | -0.0583 | -0.1412 | 0.0124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262768 | -153089 | -115583 | -634695 | -578090 | -208171 |
Profit Factor | 1.6405 | 2.3617 | 0.8861 | 0.9485 | 0.8904 | 1.0589 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 78.4615 | 76.9231 | 80 | 78.4615 | 76.9231 | 80 |
Ratio Avg Win / Avg Loss | 0.4503 | 0.7085 | 0.2215 | 0.2604 | 0.2671 | 0.2647 |
Largest Winning Trade | 424983 | 424983 | 17564 | 424983 | 424983 | 79683 |
Largest Losing Trade | -66745 | -66745 | -60060 | -432728 | -432728 | -200976 |
Avg Bars in Trades | 28 | 35 | 22 | 28 | 35 | 22 |
Avg Bars in Winners | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Losers | 95 | 116 | 70 | 95 | 116 | 70 |
Bars Traded | 3765 | 2305 | 1460 | 3765 | 2305 | 1460 |
Profit Streak | 27.8137 | 171.3137 | 27.8137 | 27.8137 | 171.3137 | 27.8137 |
Trades During Streak | 8 | 14 | 4 | 8 | 14 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503031 | -117291 | -706790 | -574539 | -707325 | -463145 |
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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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