Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567028.0578 | 474658.346 | 92369.7118 | 233552.1512 | -20960.2971 | 254512.4483 |
Total P&L (%) | 567.0281 | 474.6583 | 92.3697 | 233.5522 | -20.9603 | 254.5124 |
Avg Daily Profit (%) | 0.2936 | 0.2458 | 0.0478 | 0.0624 | -0.0122 | 0.0656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139518 | -83228 | -127363 | -334816 | -292477 | -273505 |
Profit Factor | 1.8433 | 2.2825 | 1.3055 | 1.1312 | 0.98 | 1.3476 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 48 | 17 | 31 | 48 | 17 | 31 |
Losing Trades | 82 | 48 | 34 | 82 | 48 | 34 |
Profitability (%) | 36.9231 | 26.1538 | 47.6923 | 36.9231 | 26.1538 | 47.6923 |
Ratio Avg Win / Avg Loss | 3.1489 | 6.4447 | 1.4319 | 1.9325 | 2.767 | 1.4781 |
Largest Winning Trade | 376800 | 376800 | 63672 | 181978 | 181978 | 157531 |
Largest Losing Trade | -62025 | -31365 | -62025 | -129888 | -69621 | -129888 |
Avg Bars in Trades | 27 | 28 | 27 | 27 | 28 | 27 |
Avg Bars in Winners | 52 | 67 | 43 | 52 | 67 | 43 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 3628 | 1865 | 1763 | 3628 | 1865 | 1763 |
Profit Streak | 78.7124 | 83.2124 | 0 | 78.7124 | 83.2124 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303501 | -143493 | -261208 | -188572 | -733851 | -237316 |
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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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