Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462949.3514 | 430204.4162 | 32744.9352 | 61228.8116 | 87022.627 | -25793.8155 |
Total P&L (%) | 462.9494 | 430.2044 | 32.7449 | 61.2288 | 87.0226 | -25.7938 |
Avg Daily Profit (%) | 0.1848 | 0.1718 | 0.0131 | 0.0191 | 0.025 | -0.0119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109790 | -83946 | -54614 | -363138 | -290284 | -223828 |
Profit Factor | 1.7093 | 2.3733 | 1.0965 | 1.0355 | 1.1112 | 0.9726 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 45.3947 | 38.1579 | 52.6316 | 45.3947 | 38.1579 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.0561 | 3.8463 | 0.9868 | 1.2456 | 1.8009 | 0.8754 |
Largest Winning Trade | 413765 | 413765 | 67665 | 228790 | 228790 | 199141 |
Largest Losing Trade | -44807 | -39829 | -44807 | -154908 | -89091 | -154908 |
Avg Bars in Trades | 48 | 42 | 53 | 48 | 42 | 53 |
Avg Bars in Winners | 69 | 64 | 72 | 69 | 64 | 72 |
Avg Bars in Losers | 30 | 29 | 32 | 30 | 29 | 32 |
Bars Traded | 7321 | 3248 | 4073 | 7321 | 3248 | 4073 |
Profit Streak | 14.7381 | 14.7381 | 57.4047 | 14.7381 | 14.7381 | 57.4047 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389147 | -41574 | -342452 | -349355 | -310027 | -628915 |
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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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