Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263979.5268 | 78347.7483 | 185631.7784 | -11921.7235 | 36361.226 | -48282.9495 |
Total P&L (%) | 263.9795 | 78.3477 | 185.6318 | -11.9217 | 36.3612 | -48.283 |
Avg Daily Profit (%) | 0.1777 | 0.0527 | 0.125 | -0.0085 | 0.0209 | -0.0444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108101 | -119234 | -109104 | -440189 | -143635 | -387752 |
Profit Factor | 1.3328 | 1.1975 | 1.4682 | 0.9919 | 1.0574 | 0.9418 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 59.1549 | 50.7042 | 67.6056 | 59.1549 | 50.7042 | 67.6056 |
Ratio Avg Win / Avg Loss | 0.9203 | 1.1642 | 0.7035 | 0.6848 | 1.0281 | 0.4513 |
Largest Winning Trade | 69856 | 69856 | 51380 | 120266 | 120266 | 70696 |
Largest Losing Trade | -81131 | -31788 | -81131 | -279597 | -143635 | -279597 |
Avg Bars in Trades | 40 | 37 | 42 | 40 | 37 | 42 |
Avg Bars in Winners | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Losers | 52 | 46 | 61 | 52 | 46 | 61 |
Bars Traded | 5721 | 2683 | 3038 | 5721 | 2683 | 3038 |
Profit Streak | 13.5983 | 26.3483 | 13.5983 | 13.5983 | 26.3483 | 13.5983 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327952 | -211656 | -110542 | -577716 | -410699 | -664574 |
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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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