Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316288.6844 | 106826.9116 | 209461.7727 | 191326.1123 | -60431.03 | 251757.1423 |
Total P&L (%) | 316.2887 | 106.8269 | 209.4618 | 191.3261 | -60.431 | 251.7571 |
Avg Daily Profit (%) | 0.2093 | 0.0707 | 0.1386 | 0.0708 | -0.0613 | 0.0833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104845 | -95955 | -69817 | -337710 | -188894 | -148816 |
Profit Factor | 1.4873 | 1.3128 | 1.681 | 1.2056 | 0.8839 | 1.614 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 51.4493 | 46.3768 | 56.5217 | 51.4493 | 46.3768 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.4035 | 1.5179 | 1.2931 | 1.1377 | 1.022 | 1.2416 |
Largest Winning Trade | 109472 | 109472 | 47565 | 173959 | 93501 | 173959 |
Largest Losing Trade | -51395 | -31565 | -51395 | -97771 | -86077 | -97771 |
Avg Bars in Trades | 20 | 19 | 22 | 20 | 19 | 22 |
Avg Bars in Winners | 23 | 19 | 25 | 23 | 19 | 25 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 2868 | 1314 | 1554 | 2868 | 1314 | 1554 |
Profit Streak | 27.3654 | 0 | 31.3654 | 27.3654 | 0 | 31.3654 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370840 | -200357 | -105916 | -97539 | -682200 | -179844 |
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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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