Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321968.6797 | 214515.875 | 107452.8047 | -771362.9347 | -138470.7421 | -632892.1926 |
Total P&L (%) | 321.9687 | 214.5159 | 107.4528 | -771.3629 | -138.4707 | -632.8922 |
Avg Daily Profit (%) | 0.3118 | 0.2077 | 0.1041 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133346 | -78684 | -133346 | -875392 | -431012 | -632507 |
Profit Factor | 1.5263 | 1.668 | 1.3697 | 0.5697 | 0.8492 | 0.2762 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 76 | 32 | 44 | 62 | 38 | 24 |
Losing Trades | 63 | 37 | 26 | 77 | 31 | 46 |
Profitability (%) | 54.6763 | 46.3768 | 62.8571 | 44.6043 | 55.0725 | 34.2857 |
Ratio Avg Win / Avg Loss | 1.2652 | 1.9286 | 0.8094 | 0.7076 | 0.6928 | 0.5293 |
Largest Winning Trade | 65583 | 65583 | 27170 | 136969 | 136969 | 49951 |
Largest Losing Trade | -133346 | -42810 | -133346 | -241124 | -241124 | -189141 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 19 | 20 | 18 | 23 | 27 | 16 |
Avg Bars in Losers | 23 | 27 | 19 | 20 | 20 | 19 |
Bars Traded | 2980 | 1670 | 1309 | 2980 | 1670 | 1309 |
Profit Streak | 20.2648 | 0 | 22.2648 | 0 | 27.2648 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426593 | -92242 | -146913 | -582230 | -680509 | -681069 |
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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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