Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305593.683 | 165991.4083 | 139602.2747 | 212161.7708 | 94183.7965 | 117977.9743 |
Total P&L (%) | 305.5937 | 165.9914 | 139.6023 | 212.1618 | 94.1838 | 117.978 |
Avg Daily Profit (%) | 0.244 | 0.1325 | 0.1114 | 0.0909 | 0.053 | 0.0622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108456 | -50356 | -87642 | -272661 | -145915 | -209752 |
Profit Factor | 1.8393 | 2.0671 | 1.6693 | 1.2818 | 1.2788 | 1.2842 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 76.8116 | 72.4638 | 81.1594 | 76.8116 | 72.4638 | 81.1594 |
Ratio Avg Win / Avg Loss | 0.5552 | 0.7855 | 0.3875 | 0.3869 | 0.4859 | 0.2981 |
Largest Winning Trade | 28784 | 20477 | 28784 | 69771 | 29863 | 69771 |
Largest Losing Trade | -87642 | -37073 | -87642 | -209752 | -118564 | -209752 |
Avg Bars in Trades | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Winners | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Losers | 74 | 76 | 71 | 74 | 76 | 71 |
Bars Traded | 3421 | 1962 | 1459 | 3421 | 1962 | 1459 |
Profit Streak | 20.6577 | 93.3243 | 20.6577 | 20.6577 | 93.3243 | 20.6577 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529587 | -111980 | -139762 | -67278 | -220869 | -207452 |
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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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