Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339938.0379 | 279506.2103 | 60431.8277 | 133551.3284 | -115388.2442 | 248939.5726 |
Total P&L (%) | 339.938 | 279.5062 | 60.4318 | 133.5513 | -115.3882 | 248.9396 |
Avg Daily Profit (%) | 0.1919 | 0.1578 | 0.0341 | 0.0479 | 0 | 0.0706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97720 | -129142 | -97123 | -823780 | -941759 | -550864 |
Profit Factor | 1.5061 | 1.7445 | 1.204 | 1.0435 | 0.9372 | 1.2024 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 45.9677 | 45.1613 | 46.7742 | 45.9677 | 45.1613 | 46.7742 |
Ratio Avg Win / Avg Loss | 1.7703 | 2.1183 | 1.37 | 1.2266 | 1.1381 | 1.3683 |
Largest Winning Trade | 130932 | 130932 | 51002 | 234873 | 234873 | 222493 |
Largest Losing Trade | -50854 | -36356 | -50854 | -324887 | -228197 | -324887 |
Avg Bars in Trades | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Winners | 32 | 37 | 26 | 32 | 37 | 26 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 3430 | 1976 | 1454 | 3430 | 1976 | 1454 |
Profit Streak | 32.549 | 32.549 | 35.049 | 32.549 | 32.549 | 35.049 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361499 | -144953 | -303064 | -301538 | -734632 | -253812 |
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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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