Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293951.4871 | 169802.8468 | 124148.6403 | 145063.6554 | -156696.0267 | 301759.6821 |
Total P&L (%) | 293.9515 | 169.8028 | 124.1486 | 145.0637 | -156.696 | 301.7597 |
Avg Daily Profit (%) | 0.1564 | 0.0903 | 0.0661 | 0.0477 | 0 | 0.074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124834 | -102368 | -71353 | -951875 | -895303 | -315974 |
Profit Factor | 1.4479 | 1.4773 | 1.4132 | 1.056 | 0.9048 | 1.3187 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 48.5294 | 48.5294 | 48.5294 | 48.5294 | 48.5294 | 48.5294 |
Ratio Avg Win / Avg Loss | 1.5357 | 1.5668 | 1.4988 | 1.12 | 0.9596 | 1.3986 |
Largest Winning Trade | 62659 | 62659 | 32911 | 246948 | 246948 | 143554 |
Largest Losing Trade | -67654 | -67654 | -31101 | -505368 | -505368 | -95665 |
Avg Bars in Trades | 25 | 35 | 15 | 25 | 35 | 15 |
Avg Bars in Winners | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Losers | 27 | 46 | 8 | 27 | 46 | 8 |
Bars Traded | 3494 | 2433 | 1061 | 3494 | 2433 | 1061 |
Profit Streak | 85.2926 | 85.2926 | 145.2926 | 85.2926 | 85.2926 | 145.2926 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387992 | -179539 | -212359 | -286750 | -690249 | -202315 |
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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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