Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526111.2521 | 381578.8881 | 144532.364 | 358161.679 | 234843.5576 | 123318.1213 |
Total P&L (%) | 526.1113 | 381.5789 | 144.5324 | 358.1617 | 234.8436 | 123.3181 |
Avg Daily Profit (%) | 0.2427 | 0.176 | 0.0667 | 0.0702 | 0.0558 | 0.0371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71237 | -58131 | -153259 | -132926 | -163117 | -191271 |
Profit Factor | 1.5877 | 1.928 | 1.2986 | 1.2728 | 1.364 | 1.1847 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 47.2973 | 44.5946 | 50 | 47.2973 | 44.5946 | 50 |
Ratio Avg Win / Avg Loss | 1.7691 | 2.3954 | 1.2986 | 1.4183 | 1.6947 | 1.1847 |
Largest Winning Trade | 129560 | 129560 | 39232 | 157869 | 157869 | 105826 |
Largest Losing Trade | -71237 | -45440 | -71237 | -132926 | -55074 | -132926 |
Avg Bars in Trades | 57 | 63 | 51 | 57 | 63 | 51 |
Avg Bars in Winners | 71 | 78 | 64 | 71 | 78 | 64 |
Avg Bars in Losers | 44 | 50 | 37 | 44 | 50 | 37 |
Bars Traded | 8458 | 4681 | 3777 | 8458 | 4681 | 3777 |
Profit Streak | 16.4755 | 0 | 120.9755 | 16.4755 | 0 | 120.9755 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405746 | -55482 | -166928 | -99312 | -183419 | -223801 |
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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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