Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326696.4527 | 96486.189 | 230210.2637 | 617956.8672 | 101275.6218 | 516681.2454 |
Total P&L (%) | 326.6965 | 96.4862 | 230.2103 | 617.9569 | 101.2756 | 516.6812 |
Avg Daily Profit (%) | 0.3152 | 0.0931 | 0.2221 | 0.1904 | 0.0675 | 0.1757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86721 | -82706 | -66476 | -364402 | -389893 | -148873 |
Profit Factor | 1.8326 | 1.4689 | 2.2336 | 1.5428 | 1.1482 | 2.135 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 59.4203 | 56.5217 | 62.3188 | 59.4203 | 56.5217 | 62.3188 |
Ratio Avg Win / Avg Loss | 1.2515 | 1.1299 | 1.3506 | 1.0537 | 0.8833 | 1.291 |
Largest Winning Trade | 49733 | 49733 | 33320 | 86581 | 86581 | 80958 |
Largest Losing Trade | -62023 | -29658 | -62023 | -121365 | -121365 | -90393 |
Avg Bars in Trades | 41 | 29 | 53 | 41 | 29 | 53 |
Avg Bars in Winners | 39 | 28 | 49 | 39 | 28 | 49 |
Avg Bars in Losers | 44 | 30 | 61 | 44 | 30 | 61 |
Bars Traded | 5725 | 2004 | 3721 | 5725 | 2004 | 3721 |
Profit Streak | 45.204 | 45.204 | 50.8706 | 45.204 | 45.204 | 50.8706 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487667 | -167553 | -87719 | 435522 | -261901 | -87889 |
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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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