Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386470.7043 | 286960.9476 | 99509.7567 | 78701.4051 | 745.755 | 77955.65 |
Total P&L (%) | 386.4707 | 286.9609 | 99.5098 | 78.7014 | 0.7458 | 77.9557 |
Avg Daily Profit (%) | 0.2828 | 0.21 | 0.0728 | 0.0425 | 0.0005 | 0.0422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139081 | -95770 | -111123 | -199990 | -122262 | -127552 |
Profit Factor | 1.5754 | 1.8417 | 1.3009 | 1.097 | 1.0019 | 1.1861 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 48.7603 | 44.2623 | 53.3333 | 48.7603 | 44.2623 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.6555 | 2.3192 | 1.1383 | 1.1527 | 1.2617 | 1.0378 |
Largest Winning Trade | 253036 | 253036 | 45629 | 75202 | 75202 | 67867 |
Largest Losing Trade | -64427 | -30661 | -64427 | -66950 | -64780 | -66950 |
Avg Bars in Trades | 22 | 18 | 25 | 22 | 18 | 25 |
Avg Bars in Winners | 27 | 22 | 31 | 27 | 22 | 31 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 2672 | 1140 | 1532 | 2672 | 1140 | 1532 |
Profit Streak | 25.0263 | 66.0263 | 0 | 25.0263 | 66.0263 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427214 | -151048 | -264092 | -249370 | -738547 | -320893 |
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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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