Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323240.4085 | 54422.6765 | 268817.732 | 410383.7727 | -51699.9787 | 462083.7515 |
Total P&L (%) | 323.2404 | 54.4227 | 268.8177 | 410.3838 | -51.7 | 462.0838 |
Avg Daily Profit (%) | 0.2115 | 0.0356 | 0.1759 | 0.1067 | -0.0476 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50838 | -93690 | -57032 | -194967 | -187494 | -115465 |
Profit Factor | 1.5759 | 1.1511 | 2.3361 | 1.3042 | 0.9362 | 1.8587 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 57 | 18 | 39 | 57 | 18 | 39 |
Losing Trades | 78 | 49 | 29 | 78 | 49 | 29 |
Profitability (%) | 42.2222 | 26.8657 | 57.3529 | 42.2222 | 26.8657 | 57.3529 |
Ratio Avg Win / Avg Loss | 2.1565 | 3.1337 | 1.7371 | 1.7847 | 2.5487 | 1.3821 |
Largest Winning Trade | 118850 | 118850 | 39121 | 220705 | 220705 | 158994 |
Largest Losing Trade | -42353 | -42353 | -21416 | -97769 | -62385 | -97769 |
Avg Bars in Trades | 33 | 36 | 29 | 33 | 36 | 29 |
Avg Bars in Winners | 45 | 60 | 38 | 45 | 60 | 38 |
Avg Bars in Losers | 23 | 28 | 16 | 23 | 28 | 16 |
Bars Traded | 4456 | 2471 | 1985 | 4456 | 2471 | 1985 |
Profit Streak | 19.6877 | 0 | 24.0211 | 19.6877 | 0 | 24.0211 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305647 | -338069 | -95540 | -51417 | -716550 | -147089 |
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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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