Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830226.526 | 775646.0798 | 54580.4462 | 106757.4816 | 46401.1267 | 60356.3549 |
Total P&L (%) | 830.2265 | 775.6461 | 54.5804 | 106.7575 | 46.4011 | 60.3564 |
Avg Daily Profit (%) | 0.3525 | 0.3293 | 0.0232 | 0.0308 | 0.0162 | 0.0201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134582 | -87127 | -146578 | -572507 | -543583 | -369986 |
Profit Factor | 1.9361 | 2.6877 | 1.1277 | 1.0328 | 1.0265 | 1.0403 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 52.1429 | 52.8571 | 51.4286 | 52.1429 | 52.8571 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.7769 | 2.3971 | 1.0651 | 0.948 | 0.9155 | 0.9825 |
Largest Winning Trade | 716305 | 716305 | 68269 | 296558 | 296558 | 201683 |
Largest Losing Trade | -55761 | -30217 | -55761 | -369986 | -169567 | -369986 |
Avg Bars in Trades | 48 | 47 | 49 | 48 | 47 | 49 |
Avg Bars in Winners | 60 | 57 | 63 | 60 | 57 | 63 |
Avg Bars in Losers | 34 | 36 | 33 | 34 | 36 | 33 |
Bars Traded | 6774 | 3342 | 3432 | 6774 | 3342 | 3432 |
Profit Streak | 41.7761 | 0 | 71.7761 | 41.7761 | 0 | 71.7761 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511800 | -79539 | -336408 | -336547 | -459786 | -437972 |
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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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