Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367871.072 | 248084.9163 | 119786.1557 | 17482.5742 | 38994.2025 | -21511.6283 |
Total P&L (%) | 367.8711 | 248.0849 | 119.7862 | 17.4826 | 38.9942 | -21.5116 |
Avg Daily Profit (%) | 0.1927 | 0.1299 | 0.0627 | 0.0084 | 0.0172 | -0.0127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103335 | -71490 | -132273 | -509805 | -205298 | -376836 |
Profit Factor | 1.3634 | 1.5137 | 1.2263 | 1.0085 | 1.0403 | 0.9802 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 50.3448 | 47.9452 | 52.7778 | 50.3448 | 47.9452 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.3447 | 1.6434 | 1.0972 | 0.9947 | 1.1295 | 0.877 |
Largest Winning Trade | 62692 | 62692 | 58583 | 151673 | 151673 | 132621 |
Largest Losing Trade | -73101 | -32265 | -73101 | -298128 | -129206 | -298128 |
Avg Bars in Trades | 76 | 67 | 86 | 76 | 67 | 86 |
Avg Bars in Winners | 85 | 70 | 100 | 85 | 70 | 100 |
Avg Bars in Losers | 67 | 65 | 70 | 67 | 65 | 70 |
Bars Traded | 11142 | 4950 | 6192 | 11142 | 4950 | 6192 |
Profit Streak | 8.4194 | 8.4194 | 34.9194 | 8.4194 | 8.4194 | 34.9194 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344985 | -89132 | -187793 | -401403 | -420381 | -659056 |
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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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