Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365784.7772 | 238196.685 | 127588.0921 | 17886.8274 | -18461.7592 | 36348.5865 |
Total P&L (%) | 365.7848 | 238.1967 | 127.5881 | 17.8868 | -18.4618 | 36.3486 |
Avg Daily Profit (%) | 0.1955 | 0.1273 | 0.0682 | 0.0088 | -0.0109 | 0.0166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123560 | -72024 | -70266 | -168179 | -109921 | -83464 |
Profit Factor | 1.4351 | 1.4736 | 1.3778 | 1.0267 | 0.9549 | 1.1395 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 48.2993 | 40.5405 | 56.1644 | 48.2993 | 40.5405 | 56.1644 |
Ratio Avg Win / Avg Loss | 1.5362 | 2.1612 | 1.0754 | 1.099 | 1.4005 | 0.8894 |
Largest Winning Trade | 79396 | 79396 | 50594 | 48586 | 48586 | 25543 |
Largest Losing Trade | -82958 | -48543 | -82958 | -52268 | -36994 | -52268 |
Avg Bars in Trades | 75 | 82 | 68 | 75 | 82 | 68 |
Avg Bars in Winners | 91 | 103 | 82 | 91 | 103 | 82 |
Avg Bars in Losers | 60 | 67 | 50 | 60 | 67 | 50 |
Bars Traded | 11085 | 6092 | 4993 | 11085 | 6092 | 4993 |
Profit Streak | 92.3123 | 98.979 | 92.3123 | 92.3123 | 98.979 | 92.3123 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387882 | -87599 | -171253 | -379365 | -645891 | -311942 |
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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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