Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149404.4408 | -48297.5665 | 197702.0074 | 17374.0205 | -94974.3133 | 112348.3338 |
Total P&L (%) | 149.4044 | -48.2976 | 197.702 | 17.374 | -94.9743 | 112.3483 |
Avg Daily Profit (%) | 0.1145 | -0.037 | 0.1515 | 0.0123 | -0.2289 | 0.0577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132570 | -92462 | -86464 | -154995 | -105254 | -110537 |
Profit Factor | 1.2862 | 0.8108 | 1.7411 | 1.0353 | 0.6143 | 1.4565 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 194 | 88 | 106 | 194 | 88 | 106 |
Losing Trades | 62 | 40 | 22 | 62 | 40 | 22 |
Profitability (%) | 75.7813 | 68.75 | 82.8125 | 75.7813 | 68.75 | 82.8125 |
Ratio Avg Win / Avg Loss | 0.411 | 0.3686 | 0.3614 | 0.3309 | 0.2792 | 0.3023 |
Largest Winning Trade | 41395 | 8677 | 41395 | 34362 | 8686 | 34362 |
Largest Losing Trade | -62173 | -27139 | -62173 | -78882 | -34320 | -78882 |
Avg Bars in Trades | 58 | 30 | 86 | 58 | 30 | 86 |
Avg Bars in Winners | 30 | 12 | 45 | 30 | 12 | 45 |
Avg Bars in Losers | 146 | 72 | 281 | 146 | 72 | 281 |
Bars Traded | 15004 | 3960 | 11044 | 15004 | 3960 | 11044 |
Profit Streak | 40.4014 | 40.4847 | 40.4014 | 40.4014 | 40.4847 | 40.4014 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35433 | -576994 | 486801 | -362045 | -576994 | -110686 |
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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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