Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302218.8282 | 83382.9507 | 218835.8775 | 23094.7064 | -531019.902 | 554114.6084 |
Total P&L (%) | 302.2188 | 83.383 | 218.8359 | 23.0947 | -531.0199 | 554.1146 |
Avg Daily Profit (%) | 0.1817 | 0.0501 | 0.1316 | 0.0125 | 0 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162407 | -182570 | -102168 | -1087908 | -1165670 | -602337 |
Profit Factor | 1.4068 | 1.1783 | 1.7949 | 1.0071 | 0.743 | 1.4646 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 85 | 33 | 52 | 85 | 33 | 52 |
Losing Trades | 62 | 40 | 22 | 62 | 40 | 22 |
Profitability (%) | 57.8231 | 45.2055 | 70.2703 | 57.8231 | 45.2055 | 70.2703 |
Ratio Avg Win / Avg Loss | 1.0261 | 1.4282 | 0.7594 | 0.7346 | 0.9006 | 0.6196 |
Largest Winning Trade | 161242 | 161242 | 41432 | 359685 | 359685 | 278569 |
Largest Losing Trade | -53660 | -52507 | -53660 | -450600 | -450600 | -432449 |
Avg Bars in Trades | 43 | 50 | 36 | 43 | 50 | 36 |
Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Losers | 63 | 66 | 56 | 63 | 66 | 56 |
Bars Traded | 6420 | 3708 | 2712 | 6420 | 3708 | 2712 |
Profit Streak | 52.6655 | 52.6655 | 132.1655 | 52.6655 | 52.6655 | 132.1655 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401138 | -223216 | -76887 | -392431 | -653614 | -102459 |
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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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