Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395552.7547 | 340719.0711 | 54833.6836 | -28710.857 | 280999.4364 | -309710.2935 |
Total P&L (%) | 395.5528 | 340.7191 | 54.8337 | -28.7109 | 280.9994 | -309.7103 |
Avg Daily Profit (%) | 0.1817 | 0.1565 | 0.0252 | -0.0155 | 0.0615 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199435 | -150154 | -162063 | -663981 | -186242 | -590204 |
Profit Factor | 1.5364 | 1.8806 | 1.1565 | 0.9768 | 1.5678 | 0.583 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Profitability (%) | 48.6301 | 50.6849 | 46.5753 | 48.6301 | 50.6849 | 46.5753 |
Ratio Avg Win / Avg Loss | 1.623 | 1.8298 | 1.3265 | 1.0318 | 1.5255 | 0.6688 |
Largest Winning Trade | 279336 | 279336 | 44189 | 356505 | 356505 | 205677 |
Largest Losing Trade | -78398 | -41099 | -78398 | -456971 | -106924 | -456971 |
Avg Bars in Trades | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Winners | 72 | 52 | 93 | 72 | 52 | 93 |
Avg Bars in Losers | 42 | 46 | 38 | 42 | 46 | 38 |
Bars Traded | 8295 | 3629 | 4666 | 8295 | 3629 | 4666 |
Profit Streak | 51.4503 | 51.4503 | 53.4503 | 51.4503 | 51.4503 | 53.4503 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394075 | -60486 | -281376 | -578269 | -179319 | -653505 |
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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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