Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328011.5771 | 315604.336 | 12407.2411 | -2122.3779 | 95111.8986 | -97234.2765 |
Total P&L (%) | 328.0116 | 315.6043 | 12.4072 | -2.1224 | 95.1119 | -97.2343 |
Avg Daily Profit (%) | 0.3149 | 0.303 | 0.0119 | -0.0021 | 0.0642 | -0.3438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121661 | -114901 | -109383 | -162226 | -109756 | -181285 |
Profit Factor | 1.5136 | 1.9818 | 1.0391 | 0.9969 | 1.319 | 0.747 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 40.7767 | 34.6154 | 47.0588 | 40.7767 | 34.6154 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.1983 | 3.7434 | 1.169 | 1.4479 | 2.4914 | 0.8404 |
Largest Winning Trade | 338450 | 338450 | 34968 | 151049 | 151049 | 44484 |
Largest Losing Trade | -33482 | -33300 | -33482 | -66250 | -28270 | -66250 |
Avg Bars in Trades | 236 | 243 | 230 | 236 | 243 | 230 |
Avg Bars in Winners | 367 | 391 | 349 | 367 | 391 | 349 |
Avg Bars in Losers | 146 | 165 | 124 | 146 | 165 | 124 |
Bars Traded | 24398 | 12655 | 11743 | 24398 | 12655 | 11743 |
Profit Streak | 107.4127 | 107.4127 | 143.5794 | 107.4127 | 107.4127 | 143.5794 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333287 | -172417 | -625130 | -580956 | -290596 | -760594 |
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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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