Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300359.2265 | 240969.6244 | 59389.6021 | 75036.8855 | 296382.048 | -221345.1625 |
Total P&L (%) | 300.3592 | 240.9696 | 59.3896 | 75.0369 | 296.382 | -221.3452 |
Avg Daily Profit (%) | 0.2117 | 0.1699 | 0.0419 | 0.0395 | 0.0971 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116070 | -66468 | -91494 | -468607 | -279082 | -420509 |
Profit Factor | 1.4346 | 1.7818 | 1.1551 | 1.0324 | 1.2917 | 0.8298 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 47.482 | 39.1304 | 55.7143 | 47.482 | 39.1304 | 55.7143 |
Ratio Avg Win / Avg Loss | 1.5868 | 2.7717 | 0.9182 | 1.1419 | 2.0093 | 0.6596 |
Largest Winning Trade | 126530 | 126530 | 50650 | 325901 | 325901 | 170280 |
Largest Losing Trade | -43884 | -29313 | -43884 | -233202 | -125069 | -233202 |
Avg Bars in Trades | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Winners | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 2738 | 1461 | 1277 | 2738 | 1461 | 1277 |
Profit Streak | 20.4734 | 22.4734 | 20.4734 | 20.4734 | 22.4734 | 20.4734 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376764 | -94616 | -281843 | -324346 | -167507 | -673386 |
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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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