Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329856.1644 | 218699.4814 | 111156.683 | 157773.7783 | 57816.9545 | 99956.8238 |
Total P&L (%) | 329.8562 | 218.6995 | 111.1567 | 157.7738 | 57.817 | 99.9568 |
Avg Daily Profit (%) | 0.32 | 0.2121 | 0.1078 | 0.0919 | 0.0443 | 0.0672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144222 | -155444 | -85549 | -405166 | -419686 | -203763 |
Profit Factor | 1.4618 | 1.507 | 1.393 | 1.0919 | 1.0562 | 1.145 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 49.2857 | 45.7143 | 52.8571 | 49.2857 | 45.7143 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.5042 | 1.7896 | 1.2424 | 1.1235 | 1.2543 | 1.0212 |
Largest Winning Trade | 132050 | 132050 | 32565 | 119787 | 119787 | 85904 |
Largest Losing Trade | -54619 | -39907 | -54619 | -113099 | -113099 | -71268 |
Avg Bars in Trades | 172 | 194 | 149 | 172 | 194 | 149 |
Avg Bars in Winners | 211 | 248 | 178 | 211 | 248 | 178 |
Avg Bars in Losers | 133 | 149 | 116 | 133 | 149 | 116 |
Bars Traded | 24094 | 13633 | 10461 | 24094 | 13633 | 10461 |
Profit Streak | 17.9432 | 0 | 19.1932 | 17.9432 | 0 | 19.1932 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413575 | -85940 | -141646 | -189107 | -389383 | -257470 |
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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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