Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235127.0299 | 249025.6664 | -13898.6365 | -42996.9495 | 24380.4508 | -67377.4003 |
Total P&L (%) | 235.127 | 249.0257 | -13.8986 | -42.997 | 24.3805 | -67.3774 |
Avg Daily Profit (%) | 0.1878 | 0.1989 | -0.0111 | -0.0449 | 0.0174 | -0.0894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158429 | -126025 | -39237 | -349726 | -258667 | -107635 |
Profit Factor | 1.3651 | 1.4979 | 0.9034 | 0.9606 | 1.0288 | 0.7256 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 70 | 28 | 42 | 70 | 28 | 42 |
Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
Profitability (%) | 51.0949 | 41.1765 | 60.8696 | 51.0949 | 41.1765 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.3066 | 2.1399 | 0.5808 | 0.9194 | 1.4698 | 0.4665 |
Largest Winning Trade | 259741 | 259741 | 10047 | 174114 | 174114 | 19697 |
Largest Losing Trade | -42171 | -42171 | -17529 | -75689 | -75689 | -53530 |
Avg Bars in Trades | 101 | 186 | 18 | 101 | 186 | 18 |
Avg Bars in Winners | 101 | 230 | 15 | 101 | 230 | 15 |
Avg Bars in Losers | 102 | 156 | 22 | 102 | 156 | 22 |
Bars Traded | 13958 | 12697 | 1261 | 13958 | 12697 | 1261 |
Profit Streak | 103.4819 | 103.8986 | 103.4819 | 103.4819 | 103.8986 | 103.4819 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340603 | -102312 | -680210 | -579315 | -474668 | -680210 |
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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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