Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618315.9848 | 513137.9811 | 105178.0037 | -11093.3057 | 196036.3694 | -207129.6751 |
Total P&L (%) | 618.316 | 513.138 | 105.178 | -11.0933 | 196.0364 | -207.1297 |
Avg Daily Profit (%) | 0.4147 | 0.3442 | 0.0705 | -0.0079 | 0.0728 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171840 | -209806 | -109914 | -737152 | -568812 | -326003 |
Profit Factor | 1.6418 | 1.9429 | 1.2509 | 0.9923 | 1.2377 | 0.6679 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Losing Trades | 66 | 40 | 26 | 66 | 40 | 26 |
Profitability (%) | 55.4054 | 45.9459 | 64.8649 | 55.4054 | 45.9459 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.3214 | 2.2858 | 0.6776 | 0.7987 | 1.4561 | 0.3618 |
Largest Winning Trade | 490004 | 490004 | 35550 | 612859 | 612859 | 44585 |
Largest Losing Trade | -74795 | -36756 | -74795 | -273446 | -238540 | -273446 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 2891 | 1503 | 1388 | 2891 | 1503 | 1388 |
Profit Streak | 47.3404 | 47.3404 | 57.3404 | 47.3404 | 47.3404 | 57.3404 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530243 | -51808 | -161629 | -577919 | -160782 | -641773 |
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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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