Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370833.4834 | 297024.0756 | 73809.4078 | 258499.8518 | 313941.5032 | -55441.6514 |
Total P&L (%) | 370.8335 | 297.0241 | 73.8094 | 258.4999 | 313.9415 | -55.4417 |
Avg Daily Profit (%) | 0.3015 | 0.2415 | 0.06 | 0.1039 | 0.1156 | -0.0657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89091 | -61615 | -50665 | -470499 | -338900 | -296954 |
Profit Factor | 1.5309 | 1.8665 | 1.2075 | 1.0955 | 1.2461 | 0.9612 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 45 | 38.5714 | 51.4286 | 45 | 38.5714 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.8711 | 2.9725 | 1.1404 | 1.339 | 1.9846 | 0.9078 |
Largest Winning Trade | 170407 | 170407 | 36886 | 239429 | 239429 | 137612 |
Largest Losing Trade | -43934 | -19530 | -43934 | -134534 | -81628 | -134534 |
Avg Bars in Trades | 52 | 51 | 52 | 52 | 51 | 52 |
Avg Bars in Winners | 78 | 79 | 77 | 78 | 79 | 77 |
Avg Bars in Losers | 30 | 33 | 27 | 30 | 33 | 27 |
Bars Traded | 7304 | 3612 | 3692 | 7304 | 3612 | 3692 |
Profit Streak | 21.4841 | 21.4841 | 25.4841 | 21.4841 | 21.4841 | 25.4841 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380561 | -86833 | -206729 | -170308 | -136213 | -674230 |
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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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