Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382339.2524 | 331706.8959 | 50632.3565 | -18298.872 | 3333.2933 | -21632.1653 |
Total P&L (%) | 382.3393 | 331.7069 | 50.6324 | -18.2989 | 3.3333 | -21.6322 |
Avg Daily Profit (%) | 0.1666 | 0.1446 | 0.0221 | -0.0088 | 0.0014 | -0.0106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142912 | -118119 | -157450 | -93082 | -56873 | -99650 |
Profit Factor | 1.4136 | 1.6654 | 1.1189 | 0.9635 | 1.0129 | 0.9105 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 48.2759 | 41.0959 | 55.5556 | 48.2759 | 41.0959 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.5145 | 2.387 | 0.8951 | 1.0323 | 1.4518 | 0.7284 |
Largest Winning Trade | 184100 | 184100 | 58448 | 67211 | 67211 | 40120 |
Largest Losing Trade | -49712 | -31356 | -49712 | -36010 | -31356 | -36010 |
Avg Bars in Trades | 30 | 24 | 37 | 30 | 24 | 37 |
Avg Bars in Winners | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Losers | 20 | 15 | 27 | 20 | 15 | 27 |
Bars Traded | 4466 | 1765 | 2701 | 4466 | 1765 | 2701 |
Profit Streak | 10.6498 | 10.6498 | 47.1498 | 10.6498 | 10.6498 | 47.1498 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361257 | -71391 | -333099 | -578301 | -637552 | -657749 |
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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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