Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260298.4631 | 59201.0532 | 201097.4099 | 82929.9036 | -19085.2648 | 102015.1685 |
Total P&L (%) | 260.2985 | 59.2011 | 201.0974 | 82.9299 | -19.0853 | 102.0152 |
Avg Daily Profit (%) | 0.1694 | 0.0385 | 0.1309 | 0.0393 | -0.0138 | 0.0458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70334 | -66426 | -79023 | -177247 | -140137 | -85089 |
Profit Factor | 1.4123 | 1.1998 | 1.6002 | 1.1121 | 0.9483 | 1.2753 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 49.2754 | 47.8261 | 50.7246 | 49.2754 | 47.8261 | 50.7246 |
Ratio Avg Win / Avg Loss | 1.4538 | 1.3089 | 1.5545 | 1.1448 | 1.0345 | 1.2389 |
Largest Winning Trade | 58876 | 56754 | 58876 | 66227 | 41035 | 66227 |
Largest Losing Trade | -74367 | -24619 | -74367 | -74367 | -51373 | -74367 |
Avg Bars in Trades | 131 | 71 | 191 | 131 | 71 | 191 |
Avg Bars in Winners | 138 | 79 | 194 | 138 | 79 | 194 |
Avg Bars in Losers | 123 | 62 | 188 | 123 | 62 | 188 |
Bars Traded | 18116 | 4899 | 13217 | 18116 | 4899 | 13217 |
Profit Streak | 32.6692 | 32.6692 | 44.5859 | 32.6692 | 32.6692 | 44.5859 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331555 | -245147 | -115841 | -236493 | -681374 | -232429 |
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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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