Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232859.9352 | 210489.9665 | 22369.9687 | 38528.2868 | 100830.0737 | -62301.7869 |
Total P&L (%) | 232.8599 | 210.49 | 22.37 | 38.5283 | 100.8301 | -62.3018 |
Avg Daily Profit (%) | 0.2155 | 0.1948 | 0.0207 | 0.0302 | 0.0646 | -0.0902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151608 | -73662 | -130678 | -244573 | -95417 | -197729 |
Profit Factor | 1.3948 | 1.7542 | 1.072 | 1.047 | 1.2517 | 0.8514 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 51.0345 | 45.8333 | 56.1644 | 51.0345 | 45.8333 | 56.1644 |
Ratio Avg Win / Avg Loss | 1.3383 | 2.0732 | 0.8367 | 1.0046 | 1.4793 | 0.6645 |
Largest Winning Trade | 207876 | 207876 | 24519 | 160464 | 160464 | 30572 |
Largest Losing Trade | -50780 | -50780 | -30345 | -71493 | -50155 | -71493 |
Avg Bars in Trades | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Winners | 55 | 49 | 59 | 55 | 49 | 59 |
Avg Bars in Losers | 31 | 40 | 21 | 31 | 40 | 21 |
Bars Traded | 6324 | 3202 | 3122 | 6324 | 3202 | 3122 |
Profit Streak | 33.243 | 33.243 | 77.243 | 33.243 | 33.243 | 77.243 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376904 | -69180 | -382928 | -321704 | -187027 | -650193 |
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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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