Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311947.8168 | 211772.2021 | 100175.6147 | 125867.4671 | 128252.7367 | -2385.2696 |
Total P&L (%) | 311.9478 | 211.7722 | 100.1756 | 125.8675 | 128.2527 | -2.3853 |
Avg Daily Profit (%) | 0.2285 | 0.1552 | 0.0734 | 0.0597 | 0.0605 | -0.0018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94747 | -72742 | -73713 | -216502 | -215767 | -181322 |
Profit Factor | 1.4273 | 1.5769 | 1.276 | 1.0856 | 1.1788 | 0.9968 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 50.3759 | 41.791 | 59.0909 | 50.3759 | 41.791 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.406 | 2.1964 | 0.8834 | 1.0694 | 1.6418 | 0.6901 |
Largest Winning Trade | 130787 | 130787 | 41502 | 121918 | 121918 | 74761 |
Largest Losing Trade | -38167 | -38167 | -38031 | -144559 | -67264 | -144559 |
Avg Bars in Trades | 120 | 116 | 124 | 120 | 116 | 124 |
Avg Bars in Winners | 159 | 166 | 154 | 159 | 166 | 154 |
Avg Bars in Losers | 80 | 80 | 79 | 80 | 80 | 79 |
Bars Traded | 15993 | 7809 | 8184 | 15993 | 7809 | 8184 |
Profit Streak | 40.362 | 40.362 | 42.112 | 40.362 | 40.362 | 42.112 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364160 | -109477 | -219129 | -238199 | -254549 | -703229 |
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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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