Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392220.6583 | 322289.8883 | 69930.77 | -1042.4752 | 234228.4002 | -235270.8753 |
Total P&L (%) | 392.2207 | 322.2899 | 69.9308 | -1.0425 | 234.2284 | -235.2709 |
Avg Daily Profit (%) | 0.2451 | 0.2014 | 0.0437 | -0.0007 | 0.0754 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243603 | -153823 | -128512 | -2080078 | -1313206 | -1237376 |
Profit Factor | 1.5005 | 1.7118 | 1.2113 | 0.9998 | 1.0937 | 0.8891 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 43.9394 | 42.4242 | 45.4545 | 43.9394 | 42.4242 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.9144 | 2.3232 | 1.4536 | 1.2756 | 1.4843 | 1.0669 |
Largest Winning Trade | 336021 | 336021 | 38404 | 781359 | 781359 | 389379 |
Largest Losing Trade | -52762 | -52762 | -42118 | -724819 | -289892 | -724819 |
Avg Bars in Trades | 46 | 63 | 29 | 46 | 63 | 29 |
Avg Bars in Winners | 53 | 75 | 34 | 53 | 75 | 34 |
Avg Bars in Losers | 40 | 54 | 24 | 40 | 54 | 24 |
Bars Traded | 6092 | 4171 | 1921 | 6092 | 4171 | 1921 |
Profit Streak | 31.0404 | 31.5404 | 31.0404 | 31.0404 | 31.5404 | 31.0404 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355649 | -115528 | -260419 | -579658 | -336116 | -704519 |
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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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