Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323377.2907 | 238826.306 | 84550.9847 | 74462.5153 | -21943.8941 | 96406.4094 |
Total P&L (%) | 323.3773 | 238.8263 | 84.551 | 74.4625 | -21.9439 | 96.4064 |
Avg Daily Profit (%) | 0.1682 | 0.1242 | 0.044 | 0.029 | -0.0129 | 0.0351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122840 | -80669 | -94336 | -704410 | -473328 | -368756 |
Profit Factor | 1.4147 | 1.5497 | 1.2449 | 1.0268 | 0.9864 | 1.0829 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 46.2069 | 45.8333 | 46.5753 | 46.2069 | 45.8333 | 46.5753 |
Ratio Avg Win / Avg Loss | 1.647 | 1.8315 | 1.4279 | 1.1954 | 1.1658 | 1.2422 |
Largest Winning Trade | 113685 | 113685 | 50648 | 331552 | 331552 | 202789 |
Largest Losing Trade | -56120 | -46805 | -56120 | -171874 | -171874 | -155423 |
Avg Bars in Trades | 37 | 46 | 29 | 37 | 46 | 29 |
Avg Bars in Winners | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Losers | 32 | 46 | 18 | 32 | 46 | 18 |
Bars Traded | 5500 | 3332 | 2168 | 5500 | 3332 | 2168 |
Profit Streak | 35.3381 | 35.3381 | 51.6714 | 35.3381 | 35.3381 | 51.6714 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345399 | -104999 | -206448 | -344924 | -659647 | -347307 |
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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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