Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403764.5647 | 129171.4983 | 274593.0664 | -1041447.3512 | -258838.9708 | -782608.3804 |
Total P&L (%) | 403.7646 | 129.1715 | 274.5931 | -1041.4474 | -258.839 | -782.6084 |
Avg Daily Profit (%) | 0.2435 | 0.0779 | 0.1656 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129689 | -61456 | -129689 | -1159650 | -388031 | -878275 |
Profit Factor | 1.7094 | 1.5127 | 1.8656 | 0.5349 | 0.6877 | 0.4451 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 114 | 53 | 61 | 30 | 18 | 12 |
Losing Trades | 27 | 17 | 10 | 111 | 52 | 59 |
Profitability (%) | 80.8511 | 75.7143 | 85.9155 | 21.2766 | 25.7143 | 16.9014 |
Ratio Avg Win / Avg Loss | 0.4049 | 0.4852 | 0.3058 | 1.9792 | 1.9867 | 2.1886 |
Largest Winning Trade | 42818 | 30378 | 42818 | 222591 | 133773 | 222591 |
Largest Losing Trade | -129689 | -52991 | -129689 | -282986 | -66621 | -282986 |
Avg Bars in Trades | 34 | 36 | 31 | 34 | 36 | 31 |
Avg Bars in Winners | 19 | 20 | 18 | 81 | 75 | 89 |
Avg Bars in Losers | 96 | 87 | 112 | 21 | 23 | 20 |
Bars Traded | 4820 | 2554 | 2266 | 4820 | 2554 | 2266 |
Profit Streak | 51.5468 | 54.2134 | 51.5468 | 0 | 0 | 0 |
Trades During Streak | 12 | 6 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532583 | -178506 | -72550 | -623852 | -699125 | -730466 |
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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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