Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400384.248 | 241759.975 | 158624.273 | 1649713.9415 | 1456071.3821 | 193642.5594 |
Total P&L (%) | 400.3842 | 241.76 | 158.6243 | 1649.7139 | 1456.0714 | 193.6426 |
Avg Daily Profit (%) | 0.3844 | 0.2321 | 0.1523 | 0.2751 | 0.2638 | 0.1035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82511 | -33104 | -64543 | -2395723 | -718763 | -1995079 |
Profit Factor | 2.0186 | 2.254 | 1.792 | 1.319 | 1.7045 | 1.0624 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 45.5172 | 40.2778 | 50.6849 | 45.5172 | 40.2778 | 50.6849 |
Ratio Avg Win / Avg Loss | 2.4162 | 3.3421 | 1.7436 | 1.5788 | 2.5274 | 1.0337 |
Largest Winning Trade | 77613 | 77613 | 32801 | 861777 | 861777 | 696481 |
Largest Losing Trade | -19999 | -19999 | -12335 | -324115 | -324115 | -314725 |
Avg Bars in Trades | 169 | 162 | 177 | 169 | 162 | 177 |
Avg Bars in Winners | 253 | 255 | 251 | 253 | 255 | 251 |
Avg Bars in Losers | 100 | 99 | 101 | 100 | 99 | 101 |
Bars Traded | 24628 | 11671 | 12956 | 24628 | 11671 | 12956 |
Profit Streak | 22.552 | 45.2186 | 22.552 | 22.552 | 45.2186 | 22.552 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457725 | -70065 | -60709 | 348215 | -70437 | -278094 |
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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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