Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247450.911 | 195835.2892 | 51615.6218 | 43916.0133 | 206854.2624 | -162938.2491 |
Total P&L (%) | 247.4509 | 195.8353 | 51.6156 | 43.916 | 206.8543 | -162.9382 |
Avg Daily Profit (%) | 0.1749 | 0.1384 | 0.0365 | 0.0257 | 0.0793 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112746 | -48856 | -95557 | -385495 | -215929 | -321547 |
Profit Factor | 1.339 | 1.5906 | 1.1295 | 1.0288 | 1.3034 | 0.8063 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 55.0725 | 56.5217 | 53.6232 | 55.0725 | 56.5217 | 53.6232 |
Ratio Avg Win / Avg Loss | 1.0923 | 1.2236 | 0.9769 | 0.8393 | 1.0026 | 0.6974 |
Largest Winning Trade | 85492 | 85492 | 37311 | 224830 | 224830 | 86802 |
Largest Losing Trade | -52794 | -33843 | -52794 | -207395 | -116812 | -207395 |
Avg Bars in Trades | 59 | 53 | 64 | 59 | 53 | 64 |
Avg Bars in Winners | 58 | 54 | 64 | 58 | 54 | 64 |
Avg Bars in Losers | 59 | 53 | 64 | 59 | 53 | 64 |
Bars Traded | 8160 | 3708 | 4452 | 8160 | 3708 | 4452 |
Profit Streak | 27.7352 | 27.7352 | 35.2352 | 27.7352 | 27.7352 | 35.2352 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351468 | -106643 | -325750 | -348802 | -187268 | -681446 |
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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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