Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478454.1972 | 108581.0678 | 369873.1294 | 1737355.9465 | -43437.7111 | 1780793.6576 |
Total P&L (%) | 478.4542 | 108.5811 | 369.8731 | 1737.3559 | -43.4377 | 1780.7937 |
Avg Daily Profit (%) | 0.32 | 0.0726 | 0.2474 | 0.1949 | -0.0381 | 0.1965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87845 | -43380 | -98262 | -2140354 | -1040958 | -1856193 |
Profit Factor | 2.2892 | 1.9123 | 2.4672 | 1.3057 | 0.9769 | 1.4685 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 120 | 54 | 66 | 120 | 54 | 66 |
Losing Trades | 26 | 19 | 7 | 26 | 19 | 7 |
Profitability (%) | 82.1918 | 73.9726 | 90.411 | 82.1918 | 73.9726 | 90.411 |
Ratio Avg Win / Avg Loss | 0.496 | 0.6728 | 0.2617 | 0.2829 | 0.3437 | 0.1558 |
Largest Winning Trade | 30511 | 18086 | 30511 | 429545 | 147728 | 429545 |
Largest Losing Trade | -75362 | -25932 | -75362 | -1482107 | -651398 | -1482107 |
Avg Bars in Trades | 29 | 6 | 52 | 29 | 6 | 52 |
Avg Bars in Winners | 18 | 4 | 30 | 18 | 4 | 30 |
Avg Bars in Losers | 81 | 14 | 261 | 81 | 14 | 261 |
Bars Traded | 4331 | 507 | 3824 | 4331 | 507 | 3824 |
Profit Streak | 242.0432 | 242.0432 | 296.3766 | 242.0432 | 242.0432 | 296.3766 |
Trades During Streak | 17 | 8 | 15 | 17 | 8 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 608932 | -161938 | -55253 | 472803 | -647602 | -57749 |
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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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