Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649061.1893 | 400474.0892 | 248587.1001 | 1719131.0385 | -122626.5951 | 1841757.6337 |
Total P&L (%) | 649.0612 | 400.4741 | 248.5871 | 1719.131 | -122.6266 | 1841.7576 |
Avg Daily Profit (%) | 0.3578 | 0.2208 | 0.137 | 0.16 | 0 | 0.1637 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122620 | -117518 | -44786 | -1396026 | -1409866 | -591612 |
Profit Factor | 1.9955 | 1.9655 | 2.0481 | 1.2021 | 0.977 | 1.5807 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 56 | 19 | 37 | 56 | 19 | 37 |
Losing Trades | 85 | 51 | 34 | 85 | 51 | 34 |
Profitability (%) | 39.7163 | 27.1429 | 52.1127 | 39.7163 | 27.1429 | 52.1127 |
Ratio Avg Win / Avg Loss | 3.029 | 5.2758 | 1.8821 | 1.8246 | 2.6225 | 1.4525 |
Largest Winning Trade | 236510 | 236510 | 64828 | 899597 | 899597 | 758715 |
Largest Losing Trade | -36500 | -36500 | -34900 | -579378 | -579378 | -514214 |
Avg Bars in Trades | 37 | 42 | 31 | 37 | 42 | 31 |
Avg Bars in Winners | 52 | 70 | 43 | 52 | 70 | 43 |
Avg Bars in Losers | 27 | 32 | 19 | 27 | 32 | 19 |
Bars Traded | 5251 | 2985 | 2267 | 5251 | 2985 | 2267 |
Profit Streak | 39.3875 | 39.3875 | 40.0542 | 39.3875 | 39.3875 | 40.0542 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395317 | -102749 | -91614 | 219447 | -692281 | -75892 |
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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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