Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352408.8361 | 266288.415 | 86120.4211 | 117299.7007 | 229140.4006 | -111840.6999 |
Total P&L (%) | 352.4088 | 266.2884 | 86.1204 | 117.2997 | 229.1404 | -111.8407 |
Avg Daily Profit (%) | 0.3464 | 0.2618 | 0.0847 | 0.0763 | 0.1172 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145770 | -126105 | -99984 | -257703 | -111737 | -186424 |
Profit Factor | 1.5345 | 1.7611 | 1.2783 | 1.1335 | 1.5855 | 0.7705 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 49.5727 | 45.7627 | 53.4483 | 49.5727 | 45.7627 | 53.4483 |
Ratio Avg Win / Avg Loss | 1.5609 | 2.0873 | 1.1133 | 1.153 | 1.8791 | 0.6711 |
Largest Winning Trade | 177985 | 177985 | 43618 | 185270 | 185270 | 48962 |
Largest Losing Trade | -36983 | -26940 | -36983 | -110672 | -33899 | -110672 |
Avg Bars in Trades | 204 | 213 | 195 | 204 | 213 | 195 |
Avg Bars in Winners | 246 | 268 | 227 | 246 | 268 | 227 |
Avg Bars in Losers | 163 | 166 | 159 | 163 | 166 | 159 |
Bars Traded | 23936 | 12593 | 11343 | 23936 | 12593 | 11343 |
Profit Streak | 43.3285 | 43.3285 | 56.2451 | 43.3285 | 43.3285 | 56.2451 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454758 | -166287 | -258606 | -163615 | -211408 | -759405 |
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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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