Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258407.9205 | 51458.7212 | 206949.1993 | -11617.1974 | -89202.6514 | 77585.4541 |
Total P&L (%) | 258.4079 | 51.4587 | 206.9492 | -11.6172 | -89.2027 | 77.5855 |
Avg Daily Profit (%) | 0.1738 | 0.0346 | 0.1392 | -0.0083 | -0.1496 | 0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155420 | -137144 | -89452 | -787343 | -636283 | -577180 |
Profit Factor | 1.3553 | 1.1166 | 1.7241 | 0.9953 | 0.9332 | 1.0687 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 70.1987 | 64.4737 | 76 | 70.1987 | 64.4737 | 76 |
Ratio Avg Win / Avg Loss | 0.5754 | 0.6153 | 0.5444 | 0.4225 | 0.5142 | 0.3375 |
Largest Winning Trade | 38741 | 38741 | 30081 | 170849 | 170849 | 81569 |
Largest Losing Trade | -82765 | -56004 | -82765 | -536905 | -256603 | -536905 |
Avg Bars in Trades | 115 | 132 | 98 | 115 | 132 | 98 |
Avg Bars in Winners | 68 | 72 | 65 | 68 | 72 | 65 |
Avg Bars in Losers | 225 | 242 | 201 | 225 | 242 | 201 |
Bars Traded | 17461 | 10094 | 7367 | 17461 | 10094 | 7367 |
Profit Streak | 46.2704 | 57.6038 | 46.2704 | 46.2704 | 57.6038 | 46.2704 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399879 | -287760 | -59054 | -575822 | -626683 | -340281 |
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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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