Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427539.378 | 284770.3033 | 142769.0747 | 582247.4704 | 435279.1355 | 146968.3349 |
Total P&L (%) | 427.5394 | 284.7703 | 142.7691 | 582.2475 | 435.2791 | 146.9683 |
Avg Daily Profit (%) | 0.3134 | 0.2088 | 0.1047 | 0.1409 | 0.1231 | 0.0663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95669 | -70637 | -100532 | -276277 | -328843 | -378434 |
Profit Factor | 1.6484 | 1.8068 | 1.4659 | 1.2789 | 1.3943 | 1.1494 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 40.3226 | 32.2581 | 48.3871 | 40.3226 | 32.2581 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.4396 | 3.7943 | 1.5636 | 1.8928 | 2.9281 | 1.226 |
Largest Winning Trade | 155359 | 155359 | 42046 | 221975 | 221975 | 146184 |
Largest Losing Trade | -35030 | -35030 | -29376 | -199322 | -199322 | -117307 |
Avg Bars in Trades | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Winners | 34 | 41 | 29 | 34 | 41 | 29 |
Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
Bars Traded | 2625 | 1396 | 1229 | 2625 | 1396 | 1229 |
Profit Streak | 40.668 | 40.668 | 42.168 | 40.668 | 40.668 | 42.168 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343548 | -149407 | -205017 | -5655 | -187475 | -314553 |
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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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