Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269015.385 | 295954.6224 | -26939.2374 | 915267.691 | 529685.5804 | 385582.1106 |
Total P&L (%) | 269.0154 | 295.9546 | -26.9392 | 915.2677 | 529.6856 | 385.5821 |
Avg Daily Profit (%) | 0.2169 | 0.2387 | -0.0217 | 0.1871 | 0.1485 | 0.1275 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252546 | -61332 | -267031 | -974664 | -716732 | -858509 |
Profit Factor | 1.3697 | 2.4719 | 0.9488 | 1.3063 | 1.4216 | 1.2227 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 83 | 37 | 46 | 81 | 37 | 44 |
Losing Trades | 42 | 25 | 17 | 44 | 25 | 19 |
Profitability (%) | 66.4 | 59.6774 | 73.0159 | 64.8 | 59.6774 | 69.8413 |
Ratio Avg Win / Avg Loss | 0.6931 | 1.6702 | 0.3507 | 0.7096 | 0.9605 | 0.528 |
Largest Winning Trade | 42995 | 42995 | 36283 | 347183 | 248152 | 347183 |
Largest Losing Trade | -203709 | -40382 | -203709 | -597565 | -529196 | -597565 |
Avg Bars in Trades | 113 | 118 | 109 | 113 | 118 | 109 |
Avg Bars in Winners | 84 | 86 | 82 | 92 | 87 | 96 |
Avg Bars in Losers | 172 | 166 | 181 | 152 | 163 | 138 |
Bars Traded | 14217 | 7344 | 6873 | 14217 | 7344 | 6873 |
Profit Streak | 18.671 | 18.671 | 38.8376 | 18.671 | 18.671 | 38.8376 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379437 | -139702 | -723044 | 363832 | -147592 | -167519 |
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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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