Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324987.0405 | 157074.313 | 167912.7275 | 1021798.1918 | 470563.6806 | 551234.5112 |
Total P&L (%) | 324.987 | 157.0743 | 167.9127 | 1021.7982 | 470.5637 | 551.2345 |
Avg Daily Profit (%) | 0.3536 | 0.1709 | 0.1827 | 0.2634 | 0.1897 | 0.2041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69423 | -57492 | -41086 | -417765 | -227374 | -339236 |
Profit Factor | 1.7156 | 1.6553 | 1.783 | 1.5383 | 1.5279 | 1.5476 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 56.0811 | 55.4054 | 56.7568 | 56.0811 | 55.4054 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.3435 | 1.3323 | 1.3584 | 1.2047 | 1.2298 | 1.1791 |
Largest Winning Trade | 35455 | 35455 | 24524 | 226981 | 226981 | 160843 |
Largest Losing Trade | -23730 | -23730 | -19297 | -205523 | -202476 | -205523 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 2556 | 1278 | 1278 | 2556 | 1278 | 1278 |
Profit Streak | 8.7071 | 0 | 14.7071 | 8.7071 | 0 | 14.7071 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475268 | -53805 | -52693 | 440912 | -54192 | -52768 |
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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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