Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370509.0618 | 136234.1254 | 234274.9363 | 159545.5993 | 41709.0546 | 117836.5447 |
Total P&L (%) | 370.5091 | 136.2341 | 234.2749 | 159.5456 | 41.7091 | 117.8365 |
Avg Daily Profit (%) | 0.2221 | 0.0817 | 0.1405 | 0.0572 | 0.0209 | 0.0467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121089 | -100732 | -107944 | -274694 | -140895 | -245446 |
Profit Factor | 1.4219 | 1.3053 | 1.5423 | 1.1426 | 1.0769 | 1.2043 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 49.6599 | 42.4658 | 56.7568 | 49.6599 | 42.4658 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.4414 | 1.7685 | 1.1751 | 1.1582 | 1.4591 | 0.9176 |
Largest Winning Trade | 60902 | 60902 | 51022 | 104500 | 101080 | 104500 |
Largest Losing Trade | -70141 | -33767 | -70141 | -206379 | -89417 | -206379 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 54 | 58 | 52 | 54 | 58 | 52 |
Avg Bars in Losers | 34 | 38 | 28 | 34 | 38 | 28 |
Bars Traded | 6540 | 3428 | 3112 | 6540 | 3428 | 3112 |
Profit Streak | 43.1339 | 43.1339 | 45.1339 | 43.1339 | 43.1339 | 45.1339 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371437 | -157014 | -66287 | -178559 | -377251 | -195040 |
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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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