Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407674.9081 | 311749.7461 | 95925.162 | 574748.0784 | 313009.4213 | 261738.6571 |
Total P&L (%) | 407.6749 | 311.7497 | 95.9252 | 574.7481 | 313.0094 | 261.7387 |
Avg Daily Profit (%) | 0.3914 | 0.2993 | 0.0921 | 0.1834 | 0.1362 | 0.1235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50056 | -54169 | -48556 | -292281 | -329412 | -136245 |
Profit Factor | 1.8527 | 2.2393 | 1.4234 | 1.4448 | 1.4281 | 1.4665 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 36.9565 | 30.4348 | 43.4783 | 36.9565 | 30.4348 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.1605 | 5.1185 | 1.8504 | 2.4647 | 3.2643 | 1.9065 |
Largest Winning Trade | 265989 | 265989 | 22843 | 462597 | 462597 | 95728 |
Largest Losing Trade | -18299 | -16600 | -18299 | -115147 | -115147 | -105859 |
Avg Bars in Trades | 177 | 172 | 182 | 177 | 172 | 182 |
Avg Bars in Winners | 296 | 323 | 277 | 296 | 323 | 277 |
Avg Bars in Losers | 107 | 106 | 109 | 107 | 106 | 109 |
Bars Traded | 24496 | 11889 | 12607 | 24496 | 11889 | 12607 |
Profit Streak | 18.3224 | 0 | 19.2808 | 18.3224 | 0 | 19.2808 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310633 | -96835 | -172008 | 209958 | -118729 | -129852 |
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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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