Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274855.4035 | 270951.2957 | 3904.1078 | -58879.0322 | -43041.2772 | -15837.7551 |
Total P&L (%) | 274.8554 | 270.9513 | 3.9041 | -58.879 | -43.0413 | -15.8378 |
Avg Daily Profit (%) | 0.269 | 0.2652 | 0.0038 | -0.0869 | -0.0551 | -0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234532 | -210245 | -45521 | -482708 | -399073 | -104669 |
Profit Factor | 1.362 | 1.4846 | 1.0195 | 0.9504 | 0.9504 | 0.9504 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 48.9362 | 47.1429 | 50.7042 | 48.9362 | 47.1429 | 50.7042 |
Ratio Avg Win / Avg Loss | 1.4212 | 1.6646 | 0.9912 | 0.9917 | 1.0656 | 0.924 |
Largest Winning Trade | 298152 | 298152 | 20134 | 329197 | 329197 | 54964 |
Largest Losing Trade | -52593 | -52593 | -19371 | -125292 | -125292 | -51434 |
Avg Bars in Trades | 21 | 38 | 4 | 21 | 38 | 4 |
Avg Bars in Winners | 18 | 34 | 4 | 18 | 34 | 4 |
Avg Bars in Losers | 23 | 42 | 3 | 23 | 42 | 3 |
Bars Traded | 2983 | 2681 | 302 | 2983 | 2681 | 302 |
Profit Streak | 19.7461 | 21.7461 | 19.7461 | 19.7461 | 21.7461 | 19.7461 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359126 | -84517 | -640270 | -579475 | -674130 | -666810 |
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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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