Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409298.0587 | 359211.6121 | 50086.4465 | 37797.1115 | -22078.182 | 59875.2935 |
Total P&L (%) | 409.2981 | 359.2116 | 50.0864 | 37.7971 | -22.0782 | 59.8753 |
Avg Daily Profit (%) | 0.1786 | 0.1567 | 0.0219 | 0.014 | -0.0109 | 0.0205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108437 | -157076 | -65926 | -361761 | -440638 | -182844 |
Profit Factor | 1.5553 | 1.8521 | 1.1587 | 1.0239 | 0.978 | 1.1034 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 46.7626 | 42.8571 | 50.7246 | 46.7626 | 42.8571 | 50.7246 |
Ratio Avg Win / Avg Loss | 1.7706 | 2.4695 | 1.1256 | 1.1656 | 1.304 | 1.0718 |
Largest Winning Trade | 186177 | 186177 | 53290 | 255371 | 255371 | 131854 |
Largest Losing Trade | -44919 | -44919 | -44700 | -139648 | -139648 | -115419 |
Avg Bars in Trades | 63 | 57 | 69 | 63 | 57 | 69 |
Avg Bars in Winners | 78 | 77 | 78 | 78 | 77 | 78 |
Avg Bars in Losers | 50 | 42 | 59 | 50 | 42 | 59 |
Bars Traded | 8837 | 4040 | 4797 | 8837 | 4040 | 4797 |
Profit Streak | 39.697 | 39.697 | 77.947 | 39.697 | 39.697 | 77.947 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370426 | -85922 | -311952 | -370737 | -675799 | -374053 |
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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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