Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338618.5687 | 211393.438 | 127225.1307 | 88745.4284 | -123876.5612 | 212621.9895 |
Total P&L (%) | 338.6186 | 211.3934 | 127.2251 | 88.7454 | -123.8766 | 212.622 |
Avg Daily Profit (%) | 0.3302 | 0.2061 | 0.1241 | 0.062 | 0 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103578 | -100692 | -26335 | -290363 | -399473 | -58013 |
Profit Factor | 1.5875 | 1.4711 | 1.9966 | 1.067 | 0.8837 | 1.8216 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 63.0872 | 58.1081 | 68 | 63.0872 | 58.1081 | 68 |
Ratio Avg Win / Avg Loss | 0.9288 | 1.0605 | 0.9396 | 0.6243 | 0.6371 | 0.8572 |
Largest Winning Trade | 171489 | 171489 | 13426 | 101477 | 101477 | 32304 |
Largest Losing Trade | -82894 | -82894 | -12306 | -275107 | -275107 | -29397 |
Avg Bars in Trades | 72 | 134 | 11 | 72 | 134 | 11 |
Avg Bars in Winners | 49 | 93 | 11 | 49 | 93 | 11 |
Avg Bars in Losers | 112 | 190 | 11 | 112 | 190 | 11 |
Bars Traded | 10827 | 9941 | 886 | 10827 | 9941 | 886 |
Profit Streak | 173.6239 | 173.6239 | 271.2072 | 173.6239 | 173.6239 | 271.2072 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446734 | -53357 | -79062 | -255133 | -642938 | -96534 |
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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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