Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218893.1472 | 173628.1862 | 45264.961 | -97219.6263 | 13742.7673 | -110962.3936 |
Total P&L (%) | 218.8931 | 173.6282 | 45.265 | -97.2196 | 13.7428 | -110.9624 |
Avg Daily Profit (%) | 0.1543 | 0.1224 | 0.0319 | -0.2522 | 0.0091 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114889 | -54990 | -117110 | -171636 | -64430 | -203957 |
Profit Factor | 1.3032 | 1.6468 | 1.0998 | 0.8158 | 1.0757 | 0.6795 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 77.2059 | 70.5882 | 83.8235 | 77.2059 | 70.5882 | 83.8235 |
Ratio Avg Win / Avg Loss | 0.3847 | 0.6861 | 0.2122 | 0.2409 | 0.4482 | 0.1311 |
Largest Winning Trade | 38737 | 38737 | 24448 | 22192 | 19164 | 22192 |
Largest Losing Trade | -97016 | -50956 | -97016 | -101206 | -58774 | -101206 |
Avg Bars in Trades | 61 | 66 | 55 | 61 | 66 | 55 |
Avg Bars in Winners | 34 | 37 | 32 | 34 | 37 | 32 |
Avg Bars in Losers | 150 | 137 | 173 | 150 | 137 | 173 |
Bars Traded | 8328 | 4547 | 3781 | 8328 | 4547 | 3781 |
Profit Streak | 17.0413 | 17.0413 | 58.0413 | 17.0413 | 17.0413 | 58.0413 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407168 | -135259 | -367963 | -575134 | -474959 | -684300 |
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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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