Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416241.2628 | 306770.1727 | 109471.0901 | 203017.482 | 275100.2649 | -72082.7829 |
Total P&L (%) | 416.2413 | 306.7702 | 109.4711 | 203.0175 | 275.1003 | -72.0828 |
Avg Daily Profit (%) | 0.2349 | 0.1731 | 0.0618 | 0.0626 | 0.0746 | -0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103154 | -60561 | -125656 | -241773 | -159191 | -243813 |
Profit Factor | 1.4091 | 1.8068 | 1.1718 | 1.135 | 1.4758 | 0.9221 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Losing Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Profitability (%) | 57.1429 | 57.1429 | 57.1429 | 57.1429 | 57.1429 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0569 | 1.3551 | 0.8789 | 0.8513 | 1.1069 | 0.6916 |
Largest Winning Trade | 56000 | 47387 | 56000 | 53272 | 53272 | 52703 |
Largest Losing Trade | -75404 | -23950 | -75404 | -129926 | -64925 | -129926 |
Avg Bars in Trades | 21 | 14 | 28 | 21 | 14 | 28 |
Avg Bars in Winners | 24 | 13 | 34 | 24 | 13 | 34 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 5129 | 1737 | 3392 | 5129 | 1737 | 3392 |
Profit Streak | 4.4351 | 4.4351 | 17.4351 | 4.4351 | 4.4351 | 17.4351 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423685 | 390925 | -142102 | -179961 | -91002 | -579244 |
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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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