Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128369.956 | 52434.8807 | 75935.0754 | 178556.2494 | 79777.56 | 98778.6893 |
Total P&L (%) | 128.37 | 52.4349 | 75.9351 | 178.5562 | 79.7776 | 98.7787 |
Avg Daily Profit (%) | 0.4929 | 0.2013 | 0.2916 | 0.3942 | 0.2255 | 0.2642 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39509 | -38932 | -25953 | -90172 | -54243 | -73494 |
Profit Factor | 1.572 | 1.4321 | 1.7368 | 1.3788 | 1.3187 | 1.4469 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 42.7536 | 39.1304 | 46.3768 | 42.7536 | 39.1304 | 46.3768 |
Ratio Avg Win / Avg Loss | 2.1049 | 2.2277 | 2.0081 | 1.8462 | 2.0513 | 1.6729 |
Largest Winning Trade | 41552 | 41552 | 17585 | 72155 | 72155 | 32061 |
Largest Losing Trade | -8322 | -8322 | -8068 | -22807 | -17181 | -22807 |
Avg Bars in Trades | 179 | 170 | 188 | 179 | 170 | 188 |
Avg Bars in Winners | 319 | 339 | 303 | 319 | 339 | 303 |
Avg Bars in Losers | 74 | 61 | 89 | 74 | 61 | 89 |
Bars Traded | 24768 | 11743 | 13025 | 24768 | 11743 | 13025 |
Profit Streak | 15.811 | 15.811 | 15.8943 | 15.811 | 15.811 | 15.8943 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382266 | -98537 | -91996 | 309365 | -97853 | -93430 |
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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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