Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136628.6288 | 88535.7364 | 48092.8924 | 155169.843 | 119106.8233 | 36063.0197 |
Total P&L (%) | 136.6286 | 88.5357 | 48.0929 | 155.1698 | 119.1068 | 36.063 |
Avg Daily Profit (%) | 0.513 | 0.3325 | 0.1806 | 0.3524 | 0.295 | 0.1157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41045 | -29910 | -51437 | -95132 | -32201 | -100669 |
Profit Factor | 1.4448 | 1.6889 | 1.2692 | 1.3605 | 1.6936 | 1.1394 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 45.7746 | 45.0704 | 46.4789 | 45.7746 | 45.0704 | 46.4789 |
Ratio Avg Win / Avg Loss | 1.7115 | 2.0584 | 1.4615 | 1.6117 | 2.0641 | 1.312 |
Largest Winning Trade | 42398 | 42398 | 27784 | 77906 | 77906 | 40053 |
Largest Losing Trade | -14840 | -10175 | -14840 | -33460 | -17336 | -33460 |
Avg Bars in Trades | 87 | 86 | 88 | 87 | 86 | 88 |
Avg Bars in Winners | 125 | 121 | 130 | 125 | 121 | 130 |
Avg Bars in Losers | 55 | 57 | 53 | 55 | 57 | 53 |
Bars Traded | 12462 | 6144 | 6318 | 12462 | 6144 | 6318 |
Profit Streak | 269.4583 | 0 | 270.7708 | 269.4583 | 0 | 270.7708 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371570 | -78298 | -83267 | 303585 | -78610 | -197422 |
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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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