Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169249.8604 | 127379.226 | 41870.6344 | -20234.6643 | -147254.9032 | 127020.2388 |
Total P&L (%) | 169.2499 | 127.3792 | 41.8706 | -20.2347 | -147.2549 | 127.0202 |
Avg Daily Profit (%) | 0.1664 | 0.1252 | 0.0412 | -0.0222 | 0 | 0.0806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123649 | -105498 | -47185 | -469320 | -489198 | -60371 |
Profit Factor | 1.3827 | 1.3989 | 1.3407 | 0.9819 | 0.8461 | 1.7994 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Losing Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Profitability (%) | 78.1022 | 82.3529 | 73.913 | 78.1022 | 82.3529 | 73.913 |
Ratio Avg Win / Avg Loss | 0.3877 | 0.2998 | 0.4732 | 0.2753 | 0.1813 | 0.6351 |
Largest Winning Trade | 25796 | 25796 | 11606 | 48486 | 48486 | 19612 |
Largest Losing Trade | -77237 | -77237 | -38704 | -252973 | -252973 | -60371 |
Avg Bars in Trades | 41 | 76 | 6 | 41 | 76 | 6 |
Avg Bars in Winners | 15 | 25 | 4 | 15 | 25 | 4 |
Avg Bars in Losers | 131 | 312 | 10 | 131 | 312 | 10 |
Bars Traded | 5647 | 5201 | 446 | 5647 | 5201 | 446 |
Profit Streak | 51.5214 | 102.6881 | 51.5214 | 51.5214 | 102.6881 | 51.5214 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415003 | -130468 | -239059 | -575506 | -684407 | -182412 |
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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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