Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305226.2226 | 106544.8703 | 198681.3523 | 39663.5307 | -255099.7602 | 294763.291 |
Total P&L (%) | 305.2262 | 106.5449 | 198.6814 | 39.6635 | -255.0998 | 294.7633 |
Avg Daily Profit (%) | 0.1826 | 0.0637 | 0.1189 | 0.02 | 0 | 0.0822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161875 | -132462 | -92641 | -909300 | -650276 | -794882 |
Profit Factor | 1.3915 | 1.2319 | 1.6206 | 1.0109 | 0.8667 | 1.1722 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 55.2846 | 46.7742 | 63.9344 | 55.2846 | 46.7742 | 63.9344 |
Ratio Avg Win / Avg Loss | 1.1255 | 1.4018 | 0.9142 | 0.8177 | 0.9863 | 0.6612 |
Largest Winning Trade | 87272 | 87272 | 46117 | 189580 | 189580 | 170198 |
Largest Losing Trade | -52793 | -52793 | -46835 | -460329 | -373494 | -460329 |
Avg Bars in Trades | 40 | 43 | 37 | 40 | 43 | 37 |
Avg Bars in Winners | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Losers | 48 | 53 | 41 | 48 | 53 | 41 |
Bars Traded | 4946 | 2677 | 2269 | 4946 | 2677 | 2269 |
Profit Streak | 46.8544 | 46.8544 | 54.8544 | 46.8544 | 46.8544 | 54.8544 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382187 | -262586 | -192905 | -376065 | -735224 | -274870 |
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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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