Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201258.406 | 63509.0968 | 137749.3091 | -42497.1142 | -147643.6975 | 105146.5833 |
Total P&L (%) | 201.2584 | 63.5091 | 137.7493 | -42.4971 | -147.6437 | 105.1466 |
Avg Daily Profit (%) | 0.1542 | 0.0486 | 0.1055 | -0.0424 | 0 | 0.0551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217293 | -124142 | -151909 | -601202 | -363020 | -322369 |
Profit Factor | 1.2792 | 1.1526 | 1.4521 | 0.966 | 0.8048 | 1.2137 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 57.0423 | 53.5211 | 60.5634 | 57.0423 | 53.5211 | 60.5634 |
Ratio Avg Win / Avg Loss | 0.9634 | 1.001 | 0.9455 | 0.7274 | 0.6989 | 0.7903 |
Largest Winning Trade | 102921 | 102921 | 35501 | 124998 | 84099 | 124998 |
Largest Losing Trade | -80417 | -41226 | -80417 | -194158 | -129278 | -194158 |
Avg Bars in Trades | 17 | 19 | 14 | 17 | 19 | 14 |
Avg Bars in Winners | 16 | 18 | 15 | 16 | 18 | 15 |
Avg Bars in Losers | 18 | 21 | 13 | 18 | 21 | 13 |
Bars Traded | 2454 | 1418 | 1036 | 2454 | 1418 | 1036 |
Profit Streak | 24.1048 | 24.1048 | 32.1048 | 24.1048 | 24.1048 | 32.1048 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310762 | -265927 | -136352 | -577665 | -665693 | -205087 |
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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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