Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267592.2234 | 115400.325 | 152191.8984 | -22331.4667 | -303537.313 | 281205.8463 |
Total P&L (%) | 267.5922 | 115.4003 | 152.1919 | -22.3315 | -303.5373 | 281.2058 |
Avg Daily Profit (%) | 0.1607 | 0.0693 | 0.0914 | -0.0152 | 0 | 0.0804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220589 | -161312 | -107799 | -633773 | -590584 | -176777 |
Profit Factor | 1.3409 | 1.2452 | 1.4841 | 0.9864 | 0.7245 | 1.5248 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 55.2239 | 49.2537 | 61.194 | 55.2239 | 49.2537 | 61.194 |
Ratio Avg Win / Avg Loss | 1.0872 | 1.2829 | 0.9412 | 0.7998 | 0.7464 | 0.9669 |
Largest Winning Trade | 103159 | 103159 | 38661 | 154878 | 127194 | 154878 |
Largest Losing Trade | -63879 | -63879 | -60114 | -191058 | -191058 | -92318 |
Avg Bars in Trades | 24 | 28 | 19 | 24 | 28 | 19 |
Avg Bars in Winners | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Losers | 27 | 32 | 21 | 27 | 32 | 21 |
Bars Traded | 3229 | 1914 | 1315 | 3229 | 1914 | 1315 |
Profit Streak | 34.3134 | 40.3134 | 34.3134 | 34.3134 | 40.3134 | 34.3134 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357189 | -216788 | -185797 | -578474 | -696922 | -200221 |
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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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