Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257676.8229 | 67741.3692 | 189935.4537 | 68568.7286 | -142278.1724 | 210846.901 |
Total P&L (%) | 257.6768 | 67.7414 | 189.9355 | 68.5687 | -142.2782 | 210.8469 |
Avg Daily Profit (%) | 0.1701 | 0.0447 | 0.1254 | 0.0345 | 0 | 0.0749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115582 | -119367 | -55740 | -190283 | -213657 | -64211 |
Profit Factor | 1.5228 | 1.2099 | 2.1166 | 1.0988 | 0.7173 | 2.103 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 84 | 33 | 51 | 84 | 33 | 51 |
Losing Trades | 62 | 40 | 22 | 62 | 40 | 22 |
Profitability (%) | 57.5342 | 45.2055 | 69.863 | 57.5342 | 45.2055 | 69.863 |
Ratio Avg Win / Avg Loss | 1.1239 | 1.4665 | 0.913 | 0.811 | 0.8694 | 0.9072 |
Largest Winning Trade | 115876 | 115876 | 24186 | 73770 | 73770 | 30904 |
Largest Losing Trade | -69181 | -69181 | -44548 | -159537 | -159537 | -30780 |
Avg Bars in Trades | 59 | 74 | 45 | 59 | 74 | 45 |
Avg Bars in Winners | 42 | 44 | 41 | 42 | 44 | 41 |
Avg Bars in Losers | 83 | 99 | 54 | 83 | 99 | 54 |
Bars Traded | 8744 | 5430 | 3314 | 8744 | 5430 | 3314 |
Profit Streak | 35.618 | 36.118 | 35.618 | 35.618 | 36.118 | 35.618 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420394 | -206630 | -92494 | -257634 | -653610 | -159836 |
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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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