Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361268.7719 | 259103.0369 | 102165.735 | 125537.1071 | 113164.398 | 12372.7091 |
Total P&L (%) | 361.2688 | 259.103 | 102.1657 | 125.5371 | 113.1644 | 12.3727 |
Avg Daily Profit (%) | 0.3468 | 0.2487 | 0.0981 | 0.0781 | 0.0727 | 0.0112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114171 | -81172 | -90465 | -207875 | -169458 | -134964 |
Profit Factor | 1.6492 | 2.0924 | 1.32 | 1.1534 | 1.316 | 1.0269 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 73.3333 | 69.1176 | 77.6119 | 73.3333 | 69.1176 | 77.6119 |
Ratio Avg Win / Avg Loss | 0.5997 | 0.9349 | 0.3808 | 0.4194 | 0.588 | 0.2962 |
Largest Winning Trade | 35966 | 35966 | 25509 | 53404 | 32189 | 53404 |
Largest Losing Trade | -90465 | -40819 | -90465 | -138300 | -138300 | -112638 |
Avg Bars in Trades | 183 | 190 | 175 | 183 | 190 | 175 |
Avg Bars in Winners | 125 | 123 | 128 | 125 | 123 | 128 |
Avg Bars in Losers | 341 | 342 | 339 | 341 | 342 | 339 |
Bars Traded | 24724 | 12977 | 11747 | 24724 | 12977 | 11747 |
Profit Streak | 23.092 | 23.092 | 45.1336 | 23.092 | 23.092 | 45.1336 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508001 | -96426 | -175176 | -137205 | -203038 | -574134 |
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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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