Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456632.4864 | 357592.9353 | 99039.5511 | 208006.0892 | 88209.5092 | 119796.58 |
Total P&L (%) | 456.6325 | 357.5929 | 99.0396 | 208.0061 | 88.2095 | 119.7966 |
Avg Daily Profit (%) | 0.24 | 0.188 | 0.0521 | 0.0592 | 0.0332 | 0.0414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129774 | -74349 | -159759 | -162991 | -124695 | -153133 |
Profit Factor | 1.4814 | 1.7282 | 1.2165 | 1.1579 | 1.1197 | 1.2063 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 45.2703 | 40.5405 | 50 | 45.2703 | 40.5405 | 50 |
Ratio Avg Win / Avg Loss | 1.791 | 2.5346 | 1.2165 | 1.3998 | 1.6423 | 1.2063 |
Largest Winning Trade | 199470 | 199470 | 42150 | 169377 | 169377 | 75234 |
Largest Losing Trade | -41533 | -41533 | -36804 | -55731 | -55731 | -54451 |
Avg Bars in Trades | 37 | 40 | 33 | 37 | 40 | 33 |
Avg Bars in Winners | 48 | 52 | 45 | 48 | 52 | 45 |
Avg Bars in Losers | 27 | 31 | 22 | 27 | 31 | 22 |
Bars Traded | 5503 | 2992 | 2512 | 5503 | 2992 | 2512 |
Profit Streak | 507.1471 | 510.8138 | 0 | 507.1471 | 510.8138 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338524 | -56758 | -188274 | -161648 | -303746 | -202543 |
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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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