Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415061.8109 | 301467.2884 | 113594.5225 | 278438.0254 | 237544.516 | 40893.5094 |
Total P&L (%) | 415.0618 | 301.4673 | 113.5945 | 278.438 | 237.5445 | 40.8935 |
Avg Daily Profit (%) | 0.4021 | 0.292 | 0.11 | 0.129 | 0.1179 | 0.0332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118443 | -73134 | -101712 | -220553 | -135760 | -131518 |
Profit Factor | 1.6349 | 1.8791 | 1.3655 | 1.2639 | 1.4417 | 1.079 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 45.2381 | 38.0952 | 52.381 | 45.2381 | 38.0952 | 52.381 |
Ratio Avg Win / Avg Loss | 1.9791 | 3.0535 | 1.2414 | 1.53 | 2.3428 | 0.981 |
Largest Winning Trade | 173900 | 173900 | 39463 | 227306 | 227306 | 82954 |
Largest Losing Trade | -44819 | -41344 | -44819 | -122199 | -66952 | -122199 |
Avg Bars in Trades | 94 | 97 | 91 | 94 | 97 | 91 |
Avg Bars in Winners | 127 | 133 | 122 | 127 | 133 | 122 |
Avg Bars in Losers | 68 | 75 | 58 | 68 | 75 | 58 |
Bars Traded | 11949 | 6166 | 5783 | 11949 | 6166 | 5783 |
Profit Streak | 19.1017 | 0 | 21.6017 | 19.1017 | 0 | 21.6017 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413483 | -139613 | -191415 | -20773 | -185105 | -431724 |
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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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