Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436255.2388 | 381048.7004 | 55206.5383 | 17785.3476 | 88867.5908 | -71082.2432 |
Total P&L (%) | 436.2552 | 381.0487 | 55.2065 | 17.7853 | 88.8676 | -71.0822 |
Avg Daily Profit (%) | 0.2335 | 0.204 | 0.0295 | 0.0088 | 0.034 | -0.0664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161957 | -84028 | -170851 | -226612 | -112764 | -164991 |
Profit Factor | 1.4648 | 1.9932 | 1.0995 | 1.0193 | 1.2429 | 0.8722 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 56.4103 | 52.5424 | 60.3448 | 56.4103 | 52.5424 | 60.3448 |
Ratio Avg Win / Avg Loss | 1.1319 | 1.8003 | 0.7225 | 0.7876 | 1.1227 | 0.5732 |
Largest Winning Trade | 143548 | 143548 | 46686 | 65485 | 65485 | 57622 |
Largest Losing Trade | -62168 | -49740 | -62168 | -106979 | -43963 | -106979 |
Avg Bars in Trades | 92 | 83 | 100 | 92 | 83 | 100 |
Avg Bars in Winners | 79 | 70 | 88 | 79 | 70 | 88 |
Avg Bars in Losers | 108 | 99 | 119 | 108 | 99 | 119 |
Bars Traded | 10786 | 4955 | 5831 | 10786 | 4955 | 5831 |
Profit Streak | 29.1452 | 29.1452 | 75.8118 | 29.1452 | 29.1452 | 75.8118 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401250 | -164368 | -444904 | -388315 | -323495 | -758527 |
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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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