Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342240.0784 | 305030.6243 | 37209.4542 | 71502.9655 | 105515.1714 | -34012.2058 |
Total P&L (%) | 342.2401 | 305.0306 | 37.2095 | 71.503 | 105.5152 | -34.0122 |
Avg Daily Profit (%) | 0.1927 | 0.1718 | 0.021 | 0.0304 | 0.0406 | -0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104649 | -113247 | -78310 | -273578 | -271910 | -142952 |
Profit Factor | 1.3366 | 1.5895 | 1.0745 | 1.0422 | 1.1169 | 0.957 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 43.1953 | 40 | 46.4286 | 43.1953 | 40 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.7578 | 2.3843 | 1.2398 | 1.3706 | 1.6753 | 1.1043 |
Largest Winning Trade | 95568 | 95568 | 66422 | 86989 | 78418 | 86989 |
Largest Losing Trade | -43877 | -26112 | -43877 | -68055 | -58368 | -68055 |
Avg Bars in Trades | 61 | 66 | 55 | 61 | 66 | 55 |
Avg Bars in Winners | 89 | 97 | 82 | 89 | 97 | 82 |
Avg Bars in Losers | 39 | 46 | 32 | 39 | 46 | 32 |
Bars Traded | 10323 | 5652 | 4671 | 10323 | 5652 | 4671 |
Profit Streak | 83.2294 | 83.3961 | 83.2294 | 83.2294 | 83.3961 | 83.2294 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312225 | 269782 | -306630 | -326716 | -232430 | -579867 |
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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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