Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550201.1564 | 345588.8454 | 204612.311 | 411940.6194 | 390512.5865 | 21428.0329 |
Total P&L (%) | 550.2012 | 345.5888 | 204.6123 | 411.9406 | 390.5126 | 21.428 |
Avg Daily Profit (%) | 0.3038 | 0.1908 | 0.113 | 0.0902 | 0.0879 | 0.0107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134064 | -145636 | -61842 | -1347196 | -971915 | -1116419 |
Profit Factor | 1.7118 | 1.7439 | 1.6634 | 1.0607 | 1.111 | 1.0066 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 68 | 26 | 42 | 68 | 26 | 42 |
Losing Trades | 78 | 47 | 31 | 78 | 47 | 31 |
Profitability (%) | 46.5753 | 35.6164 | 57.5342 | 46.5753 | 35.6164 | 57.5342 |
Ratio Avg Win / Avg Loss | 1.9635 | 3.1525 | 1.2277 | 1.2167 | 2.0083 | 0.7429 |
Largest Winning Trade | 282960 | 282960 | 47652 | 793311 | 793311 | 297546 |
Largest Losing Trade | -47156 | -31539 | -47156 | -776314 | -284577 | -776314 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 29 | 36 | 25 | 29 | 36 | 25 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 3551 | 1898 | 1653 | 3551 | 1898 | 1653 |
Profit Streak | 40.2272 | 40.2272 | 52.2272 | 40.2272 | 40.2272 | 52.2272 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449600 | -65877 | -109985 | -225969 | -249748 | -469293 |
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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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