Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261907.6539 | 231966.6143 | 29941.0396 | 104540.7654 | -30271.306 | 134812.0714 |
Total P&L (%) | 261.9077 | 231.9666 | 29.941 | 104.5408 | -30.2713 | 134.8121 |
Avg Daily Profit (%) | 0.2514 | 0.2227 | 0.0287 | 0.0687 | -0.0346 | 0.082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124642 | -97600 | -45030 | -571667 | -472348 | -217575 |
Profit Factor | 1.6512 | 1.8972 | 1.2085 | 1.0709 | 0.9695 | 1.2802 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 42.3358 | 38.2353 | 46.3768 | 42.3358 | 38.2353 | 46.3768 |
Ratio Avg Win / Avg Loss | 2.2491 | 3.0647 | 1.3973 | 1.4586 | 1.5662 | 1.4802 |
Largest Winning Trade | 275010 | 275010 | 17714 | 225642 | 225642 | 100551 |
Largest Losing Trade | -25476 | -25476 | -13283 | -117808 | -117808 | -52061 |
Avg Bars in Trades | 178 | 315 | 42 | 178 | 315 | 42 |
Avg Bars in Winners | 229 | 451 | 48 | 229 | 451 | 48 |
Avg Bars in Losers | 140 | 231 | 37 | 140 | 231 | 37 |
Bars Traded | 24402 | 21482 | 2920 | 24402 | 21482 | 2920 |
Profit Streak | 13.7174 | 13.7174 | 30.9258 | 13.7174 | 13.7174 | 30.9258 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362461 | -102016 | -260440 | -244841 | -691433 | -185903 |
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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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