Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366403.0534 | 56533.74 | 309869.3134 | 329273.5542 | 93165.5645 | 236107.9897 |
Total P&L (%) | 366.4031 | 56.5337 | 309.8693 | 329.2736 | 93.1656 | 236.108 |
Avg Daily Profit (%) | 0.239 | 0.0369 | 0.2021 | 0.0951 | 0.043 | 0.0791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99756 | -61012 | -77860 | -381699 | -133334 | -395062 |
Profit Factor | 1.687 | 1.2353 | 2.0572 | 1.2132 | 1.1659 | 1.2403 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 69.3431 | 66.6667 | 72.0588 | 69.3431 | 66.6667 | 72.0588 |
Ratio Avg Win / Avg Loss | 0.7458 | 0.6177 | 0.7977 | 0.5364 | 0.5829 | 0.4809 |
Largest Winning Trade | 37127 | 29230 | 37127 | 89959 | 70255 | 89959 |
Largest Losing Trade | -67497 | -56746 | -67497 | -318760 | -101617 | -318760 |
Avg Bars in Trades | 129 | 69 | 190 | 129 | 69 | 190 |
Avg Bars in Winners | 107 | 44 | 165 | 107 | 44 | 165 |
Avg Bars in Losers | 181 | 120 | 254 | 181 | 120 | 254 |
Bars Traded | 17778 | 4812 | 12966 | 17778 | 4812 | 12966 |
Profit Streak | 28.3293 | 28.3293 | 62.246 | 28.3293 | 28.3293 | 62.246 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441070 | -245490 | -96159 | -64262 | -274233 | -194206 |
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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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