Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377699.2161 | 113155.0757 | 264544.1405 | 1014800.2574 | -174232.3828 | 1189032.6401 |
Total P&L (%) | 377.6992 | 113.1551 | 264.5441 | 1014.8003 | -174.2324 | 1189.0326 |
Avg Daily Profit (%) | 0.2497 | 0.0748 | 0.1749 | 0.1595 | 0 | 0.1692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57398 | -74650 | -56718 | -928432 | -1420581 | -741199 |
Profit Factor | 1.6945 | 1.3617 | 2.1451 | 1.1761 | 0.9454 | 1.4629 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 55.0725 | 47.8261 | 62.3188 | 55.0725 | 47.8261 | 62.3188 |
Ratio Avg Win / Avg Loss | 1.3823 | 1.4855 | 1.297 | 0.9595 | 1.0314 | 0.8845 |
Largest Winning Trade | 68568 | 68568 | 54191 | 423654 | 423654 | 366856 |
Largest Losing Trade | -31903 | -22229 | -31903 | -350672 | -350672 | -322567 |
Avg Bars in Trades | 129 | 120 | 138 | 129 | 120 | 138 |
Avg Bars in Winners | 158 | 154 | 162 | 158 | 154 | 162 |
Avg Bars in Losers | 93 | 89 | 98 | 93 | 89 | 98 |
Bars Traded | 17857 | 8310 | 9547 | 17857 | 8310 | 9547 |
Profit Streak | 7.9245 | 0 | 20.8411 | 7.9245 | 0 | 20.8411 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426377 | -195398 | -88651 | -19076 | -681914 | -91840 |
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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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