Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355610.6215 | 190310.7106 | 165299.9108 | 38554.7087 | -73070.6892 | 111625.3979 |
Total P&L (%) | 355.6106 | 190.3107 | 165.2999 | 38.5547 | -73.0707 | 111.6254 |
Avg Daily Profit (%) | 0.2139 | 0.1145 | 0.0994 | 0.0196 | -0.0789 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128050 | -152091 | -51835 | -803683 | -638391 | -272559 |
Profit Factor | 1.4196 | 1.4067 | 1.4355 | 1.0166 | 0.9452 | 1.1125 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 48.6111 | 45.8333 | 51.3889 | 48.6111 | 45.8333 | 51.3889 |
Ratio Avg Win / Avg Loss | 1.5007 | 1.6625 | 1.3579 | 1.0747 | 1.117 | 1.0524 |
Largest Winning Trade | 190168 | 190168 | 61757 | 321119 | 321119 | 104537 |
Largest Losing Trade | -40418 | -40418 | -35556 | -278713 | -278713 | -139982 |
Avg Bars in Trades | 33 | 23 | 43 | 33 | 23 | 43 |
Avg Bars in Winners | 40 | 27 | 52 | 40 | 27 | 52 |
Avg Bars in Losers | 26 | 20 | 34 | 26 | 20 | 34 |
Bars Traded | 4841 | 1693 | 3148 | 4841 | 1693 | 3148 |
Profit Streak | 37.458 | 0 | 68.1247 | 37.458 | 0 | 68.1247 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361847 | -119145 | -137645 | -370901 | -659912 | -307717 |
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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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