Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618139.8271 | 625970.7694 | -7830.9424 | -79397.1619 | -102443.0651 | 23045.9032 |
Total P&L (%) | 618.1398 | 625.9708 | -7.8309 | -79.3972 | -102.4431 | 23.0459 |
Avg Daily Profit (%) | 0.3285 | 0.3327 | -0.0042 | -0.0839 | 0 | 0.011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252190 | -209021 | -56992 | -308136 | -286400 | -32408 |
Profit Factor | 1.6788 | 1.8293 | 0.9497 | 0.8826 | 0.8252 | 1.2549 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 46.8966 | 43.0556 | 50.6849 | 46.8966 | 43.0556 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.901 | 2.4193 | 0.924 | 0.9995 | 1.0914 | 1.221 |
Largest Winning Trade | 423649 | 423649 | 19578 | 101434 | 101434 | 25443 |
Largest Losing Trade | -86474 | -86474 | -17500 | -102442 | -102442 | -20447 |
Avg Bars in Trades | 51 | 100 | 3 | 51 | 100 | 3 |
Avg Bars in Winners | 47 | 100 | 2 | 47 | 100 | 2 |
Avg Bars in Losers | 55 | 99 | 4 | 55 | 99 | 4 |
Bars Traded | 7460 | 7209 | 251 | 7460 | 7209 | 251 |
Profit Streak | 45.1076 | 45.1076 | 57.3576 | 45.1076 | 45.1076 | 57.3576 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469354 | -68528 | -650970 | -580057 | -660282 | -253351 |
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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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