Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400250.7696 | 392831.8419 | 7418.9277 | 36537.4461 | 322876.9721 | -286339.526 |
Total P&L (%) | 400.2508 | 392.8318 | 7.4189 | 36.5374 | 322.877 | -286.3395 |
Avg Daily Profit (%) | 0.175 | 0.1718 | 0.0032 | 0.0136 | 0.0631 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108041 | -122601 | -136073 | -287520 | -183821 | -443280 |
Profit Factor | 1.4359 | 1.8937 | 1.0155 | 1.025 | 1.5483 | 0.6711 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Losing Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Profitability (%) | 53.7313 | 59.7015 | 47.7612 | 53.7313 | 59.7015 | 47.7612 |
Ratio Avg Win / Avg Loss | 1.2365 | 1.2783 | 1.1107 | 0.8827 | 1.0451 | 0.734 |
Largest Winning Trade | 195013 | 195013 | 49599 | 75690 | 75690 | 71538 |
Largest Losing Trade | -52789 | -43023 | -52789 | -137141 | -62299 | -137141 |
Avg Bars in Trades | 32 | 42 | 21 | 32 | 42 | 21 |
Avg Bars in Winners | 35 | 38 | 31 | 35 | 38 | 31 |
Avg Bars in Losers | 28 | 48 | 12 | 28 | 48 | 12 |
Bars Traded | 4307 | 2860 | 1447 | 4307 | 2860 | 1447 |
Profit Streak | 78.0416 | 156.5416 | 78.0416 | 78.0416 | 156.5416 | 78.0416 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364481 | -104594 | -674729 | -370031 | -221572 | -697771 |
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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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