Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359706.2204 | 197004.1003 | 162702.1201 | 191198.1912 | -94731.0738 | 285929.265 |
Total P&L (%) | 359.7062 | 197.0041 | 162.7021 | 191.1982 | -94.7311 | 285.9293 |
Avg Daily Profit (%) | 0.189 | 0.1035 | 0.0855 | 0.0562 | -0.1545 | 0.071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122214 | -78928 | -89119 | -382742 | -400352 | -194177 |
Profit Factor | 1.4465 | 1.4503 | 1.4421 | 1.0842 | 0.9295 | 1.3083 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 58.9147 | 54.6875 | 63.0769 | 58.9147 | 54.6875 | 63.0769 |
Ratio Avg Win / Avg Loss | 1.0088 | 1.2016 | 0.8441 | 0.7561 | 0.7702 | 0.7658 |
Largest Winning Trade | 92325 | 92325 | 32375 | 152279 | 152279 | 107266 |
Largest Losing Trade | -50944 | -35707 | -50944 | -196420 | -196420 | -108884 |
Avg Bars in Trades | 56 | 58 | 55 | 56 | 58 | 55 |
Avg Bars in Winners | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Losers | 55 | 63 | 46 | 55 | 63 | 46 |
Bars Traded | 7336 | 3734 | 3602 | 7336 | 3734 | 3602 |
Profit Streak | 38.7393 | 114.4893 | 38.7393 | 38.7393 | 114.4893 | 38.7393 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395716 | -191406 | -208978 | -245009 | -718392 | -229134 |
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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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