Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278349.8549 | 134809.0232 | 143540.8317 | 151263.5638 | 157637.101 | -6373.5372 |
Total P&L (%) | 278.3499 | 134.809 | 143.5408 | 151.2636 | 157.6371 | -6.3735 |
Avg Daily Profit (%) | 0.1731 | 0.0838 | 0.0892 | 0.0573 | 0.0589 | -0.0041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111701 | -98043 | -98134 | -269773 | -136202 | -328217 |
Profit Factor | 1.4373 | 1.4059 | 1.4716 | 1.1214 | 1.271 | 0.9904 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 45.3125 | 39.0625 | 51.5625 | 45.3125 | 39.0625 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.7347 | 2.1932 | 1.3825 | 1.3534 | 1.9828 | 0.9304 |
Largest Winning Trade | 103876 | 103876 | 43913 | 187489 | 187489 | 71861 |
Largest Losing Trade | -44355 | -31064 | -44355 | -163218 | -41477 | -163218 |
Avg Bars in Trades | 35 | 36 | 35 | 35 | 36 | 35 |
Avg Bars in Winners | 52 | 58 | 47 | 52 | 58 | 47 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4595 | 2335 | 2260 | 4595 | 2335 | 2260 |
Profit Streak | 19.6245 | 0 | 124.2911 | 19.6245 | 0 | 124.2911 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305951 | -222917 | -210268 | -204373 | -257019 | -718370 |
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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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