Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144849.4754 | 75710.796 | 69138.6794 | 215520.731 | 103176.8038 | 112343.9272 |
Total P&L (%) | 144.8495 | 75.7108 | 69.1387 | 215.5207 | 103.1768 | 112.3439 |
Avg Daily Profit (%) | 0.5562 | 0.2907 | 0.2655 | 0.4422 | 0.2726 | 0.2896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40964 | -49882 | -26636 | -97099 | -82132 | -59256 |
Profit Factor | 1.652 | 1.5681 | 1.7778 | 1.473 | 1.3712 | 1.6324 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 48.1481 | 41.1765 | 55.2239 | 48.1481 | 41.1765 | 55.2239 |
Ratio Avg Win / Avg Loss | 1.7791 | 2.2402 | 1.4415 | 1.5863 | 1.9588 | 1.3236 |
Largest Winning Trade | 39705 | 39705 | 13207 | 62292 | 62292 | 26022 |
Largest Losing Trade | -14581 | -14581 | -10652 | -25437 | -22031 | -25437 |
Avg Bars in Trades | 181 | 191 | 171 | 181 | 191 | 171 |
Avg Bars in Winners | 236 | 272 | 209 | 236 | 272 | 209 |
Avg Bars in Losers | 131 | 135 | 125 | 131 | 135 | 125 |
Bars Traded | 24555 | 13054 | 11501 | 24555 | 13054 | 11501 |
Profit Streak | 9.4887 | 10.2075 | 0 | 9.4888 | 10.2075 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457271 | -102396 | -107015 | 390642 | -103755 | -107032 |
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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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