Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397844.3513 | 250761.144 | 147083.2073 | 429168.6201 | 271165.0415 | 158003.5786 |
Total P&L (%) | 397.8444 | 250.7611 | 147.0832 | 429.1686 | 271.165 | 158.0036 |
Avg Daily Profit (%) | 0.2938 | 0.1852 | 0.1086 | 0.1231 | 0.0969 | 0.07 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118088 | -79770 | -75002 | -150351 | -148146 | -131954 |
Profit Factor | 1.5947 | 1.6889 | 1.4824 | 1.3839 | 1.4527 | 1.3044 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 85 | 49 | 36 | 85 | 49 | 36 |
Profitability (%) | 39.7163 | 30.9859 | 48.5714 | 39.7163 | 30.9859 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.4206 | 3.7616 | 1.5696 | 2.1005 | 3.2355 | 1.3812 |
Largest Winning Trade | 142130 | 142130 | 44374 | 122176 | 122176 | 67427 |
Largest Losing Trade | -26070 | -20050 | -26070 | -53026 | -48636 | -53026 |
Avg Bars in Trades | 18 | 17 | 20 | 18 | 17 | 20 |
Avg Bars in Winners | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 2665 | 1258 | 1407 | 2665 | 1258 | 1407 |
Profit Streak | 34.2123 | 34.2123 | 36.7123 | 34.2123 | 34.2123 | 36.7123 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326316 | -82838 | -139850 | -29281 | -155003 | -193520 |
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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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