Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353097.1174 | 348823.3051 | 4273.8123 | -75166.8789 | -163508.1008 | 88341.2219 |
Total P&L (%) | 353.0971 | 348.8233 | 4.2738 | -75.1669 | -163.5081 | 88.3412 |
Avg Daily Profit (%) | 0.2205 | 0.2178 | 0.0027 | -0.0869 | 0 | 0.0395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -284403 | -163366 | -167311 | -1016551 | -818464 | -582787 |
Profit Factor | 1.3514 | 1.6124 | 1.0098 | 0.9781 | 0.9206 | 1.0643 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 101 | 57 | 44 | 101 | 57 | 44 |
Profitability (%) | 47.3958 | 40.625 | 54.1667 | 47.3958 | 40.625 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.4999 | 2.3565 | 0.8545 | 1.0856 | 1.3454 | 0.9006 |
Largest Winning Trade | 355064 | 355064 | 41200 | 586595 | 586595 | 279852 |
Largest Losing Trade | -70224 | -53126 | -70224 | -469074 | -292665 | -469074 |
Avg Bars in Trades | 32 | 43 | 20 | 32 | 43 | 20 |
Avg Bars in Winners | 26 | 36 | 18 | 26 | 36 | 18 |
Avg Bars in Losers | 37 | 48 | 22 | 37 | 48 | 22 |
Bars Traded | 6173 | 4212 | 1961 | 6173 | 4212 | 1961 |
Profit Streak | 48.4204 | 48.4204 | 60.6704 | 48.4204 | 48.4204 | 60.6704 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348229 | 283359 | -564506 | -577632 | -582065 | -289625 |
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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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