Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227465.5881 | 86435.6861 | 141029.902 | 87556.4611 | 15145.3955 | 72411.0656 |
Total P&L (%) | 227.4656 | 86.4357 | 141.0299 | 87.5565 | 15.1454 | 72.4111 |
Avg Daily Profit (%) | 0.2226 | 0.0846 | 0.138 | 0.0616 | 0.0138 | 0.0533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87285 | -60843 | -81157 | -68715 | -64301 | -53718 |
Profit Factor | 1.3623 | 1.236 | 1.5391 | 1.1786 | 1.0524 | 1.3603 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 52.1127 | 45.0704 | 59.1549 | 52.1127 | 45.0704 | 59.1549 |
Ratio Avg Win / Avg Loss | 1.2518 | 1.5063 | 1.0627 | 1.083 | 1.2826 | 0.9392 |
Largest Winning Trade | 80078 | 80078 | 32017 | 77433 | 77433 | 24012 |
Largest Losing Trade | -52756 | -52756 | -47691 | -45535 | -43714 | -45535 |
Avg Bars in Trades | 26 | 32 | 20 | 26 | 32 | 20 |
Avg Bars in Winners | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Losers | 30 | 39 | 19 | 30 | 39 | 19 |
Bars Traded | 3811 | 2327 | 1484 | 3811 | 2327 | 1484 |
Profit Streak | 9.5465 | 0 | 27.7965 | 9.5465 | 0 | 27.7965 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355369 | -168111 | -91474 | -133226 | -436349 | -207141 |
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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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