Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236831.2065 | 200901.3775 | 35929.829 | 104383.4009 | 97157.683 | 7225.7179 |
Total P&L (%) | 236.8312 | 200.9014 | 35.9298 | 104.3834 | 97.1577 | 7.2257 |
Avg Daily Profit (%) | 0.166 | 0.1409 | 0.0252 | 0.0501 | 0.0476 | 0.0049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135589 | -75807 | -89795 | -545597 | -298550 | -252869 |
Profit Factor | 1.3971 | 1.6335 | 1.1287 | 1.0675 | 1.1179 | 1.01 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 55.0388 | 56.25 | 53.8462 | 55.0388 | 56.25 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.1413 | 1.2705 | 0.9674 | 0.8721 | 0.8695 | 0.8657 |
Largest Winning Trade | 71320 | 71320 | 24766 | 169105 | 169105 | 105946 |
Largest Losing Trade | -42884 | -36063 | -42884 | -263647 | -263647 | -200452 |
Avg Bars in Trades | 30 | 41 | 19 | 30 | 41 | 19 |
Avg Bars in Winners | 31 | 41 | 20 | 31 | 41 | 20 |
Avg Bars in Losers | 29 | 41 | 18 | 29 | 41 | 18 |
Bars Traded | 3964 | 2675 | 1289 | 3964 | 2675 | 1289 |
Profit Streak | 16.1805 | 0 | 50.1805 | 16.1805 | 0 | 50.1805 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344873 | -141391 | -372802 | -272319 | -360227 | -693583 |
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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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