Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440129.1423 | 406955.943 | 33173.1993 | 154543.3402 | 92103.0132 | 62440.3269 |
Total P&L (%) | 440.1291 | 406.9559 | 33.1732 | 154.5433 | 92.103 | 62.4403 |
Avg Daily Profit (%) | 0.1881 | 0.1739 | 0.0142 | 0.0399 | 0.0279 | 0.0207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71257 | -48192 | -97538 | -306212 | -168165 | -163648 |
Profit Factor | 1.9398 | 2.6328 | 1.1514 | 1.14 | 1.1495 | 1.128 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 38.806 | 39.3939 | 38.2353 | 38.806 | 39.3939 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.059 | 4.0504 | 1.86 | 1.7977 | 1.7685 | 1.8221 |
Largest Winning Trade | 327385 | 327385 | 59698 | 211618 | 211618 | 190974 |
Largest Losing Trade | -48192 | -48192 | -33407 | -122517 | -113080 | -122517 |
Avg Bars in Trades | 202 | 193 | 210 | 202 | 193 | 210 |
Avg Bars in Winners | 347 | 349 | 346 | 347 | 349 | 346 |
Avg Bars in Losers | 109 | 92 | 126 | 109 | 92 | 126 |
Bars Traded | 13548 | 6400 | 7148 | 13548 | 6400 | 7148 |
Profit Streak | 13.2025 | 19.0359 | 13.2025 | 13.2025 | 19.0359 | 13.2025 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113347 | 317872 | -233554 | -329529 | -214131 | -248301 |
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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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