Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151020.1327 | 61342.5501 | 89677.5826 | -9250.9859 | -128717.329 | 119466.3431 |
Total P&L (%) | 151.0201 | 61.3426 | 89.6776 | -9.251 | -128.7173 | 119.4663 |
Avg Daily Profit (%) | 0.1484 | 0.0603 | 0.0882 | -0.0095 | 0 | 0.0773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125687 | -83478 | -65504 | -271709 | -244266 | -112279 |
Profit Factor | 1.3433 | 1.2307 | 1.5156 | 0.9893 | 0.7825 | 1.433 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 86.0294 | 83.8235 | 88.2353 | 86.0294 | 83.8235 | 88.2353 |
Ratio Avg Win / Avg Loss | 0.2181 | 0.2375 | 0.2021 | 0.1607 | 0.151 | 0.1911 |
Largest Winning Trade | 19388 | 19388 | 12604 | 32687 | 32687 | 23617 |
Largest Losing Trade | -76888 | -76888 | -42267 | -209055 | -209055 | -86175 |
Avg Bars in Trades | 40 | 53 | 28 | 40 | 53 | 28 |
Avg Bars in Winners | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Losers | 193 | 245 | 121 | 193 | 245 | 121 |
Bars Traded | 5535 | 3625 | 1910 | 5535 | 3625 | 1910 |
Profit Streak | 36.9876 | 100.6542 | 36.9876 | 36.9876 | 100.6542 | 36.9876 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375286 | -218398 | -178761 | -574159 | -684183 | -193740 |
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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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