Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385555.9867 | 229567.468 | 155988.5187 | 70738.305 | 216394.9474 | -145656.6424 |
Total P&L (%) | 385.556 | 229.5675 | 155.9885 | 70.7383 | 216.3949 | -145.6566 |
Avg Daily Profit (%) | 0.2007 | 0.1195 | 0.0812 | 0.0278 | 0.06 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127309 | -107015 | -129564 | -500132 | -150717 | -431308 |
Profit Factor | 1.3597 | 1.4491 | 1.2782 | 1.033 | 1.2384 | 0.8824 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 211 | 100 | 111 | 211 | 100 | 111 |
Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
Profitability (%) | 77.5735 | 73.5294 | 81.6176 | 77.5735 | 73.5294 | 81.6176 |
Ratio Avg Win / Avg Loss | 0.3931 | 0.5217 | 0.2879 | 0.2986 | 0.4458 | 0.1987 |
Largest Winning Trade | 29965 | 27352 | 29965 | 46666 | 46666 | 39365 |
Largest Losing Trade | -66953 | -46625 | -66953 | -395361 | -91905 | -395361 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 8 | 6 | 9 | 8 | 6 | 9 |
Avg Bars in Losers | 32 | 35 | 29 | 32 | 35 | 29 |
Bars Traded | 3753 | 1954 | 1799 | 3753 | 1954 | 1799 |
Profit Streak | 7.3101 | 65.8101 | 7.3101 | 7.3101 | 65.8101 | 7.3101 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478773 | -29458 | -80726 | -334723 | -110094 | -575223 |
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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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