Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337449.9264 | 121558.139 | 215891.7874 | 44880.6157 | -283243.9053 | 328124.521 |
Total P&L (%) | 337.4499 | 121.5581 | 215.8918 | 44.8806 | -283.2439 | 328.1245 |
Avg Daily Profit (%) | 0.2029 | 0.0731 | 0.1298 | 0.0223 | 0 | 0.0875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144540 | -113458 | -95421 | -868297 | -598507 | -565093 |
Profit Factor | 1.4826 | 1.2734 | 1.8481 | 1.0163 | 0.8296 | 1.3013 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 83 | 31 | 52 | 83 | 31 | 52 |
Losing Trades | 60 | 40 | 20 | 60 | 40 | 20 |
Profitability (%) | 58.042 | 43.662 | 72.2222 | 58.042 | 43.662 | 72.2222 |
Ratio Avg Win / Avg Loss | 1.0718 | 1.6431 | 0.7108 | 0.7347 | 1.0705 | 0.5005 |
Largest Winning Trade | 181055 | 181055 | 42451 | 208603 | 208603 | 157175 |
Largest Losing Trade | -60379 | -60379 | -42493 | -401685 | -329121 | -401685 |
Avg Bars in Trades | 44 | 60 | 28 | 44 | 60 | 28 |
Avg Bars in Winners | 26 | 36 | 21 | 26 | 36 | 21 |
Avg Bars in Losers | 69 | 80 | 48 | 69 | 80 | 48 |
Bars Traded | 6415 | 4329 | 2086 | 6415 | 4329 | 2086 |
Profit Streak | 18.1654 | 18.1654 | 47.4154 | 18.1654 | 18.1654 | 47.4154 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422682 | -183186 | -93542 | -366226 | -667970 | -152285 |
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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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