Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447450.4483 | 438276.3561 | 9174.0921 | -54259.6576 | 106780.0492 | -161039.7067 |
Total P&L (%) | 447.4504 | 438.2764 | 9.1741 | -54.2597 | 106.78 | -161.0397 |
Avg Daily Profit (%) | 0.2806 | 0.2749 | 0.0058 | -0.049 | 0.0456 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227554 | -174358 | -116740 | -821314 | -587022 | -390992 |
Profit Factor | 1.5034 | 1.9074 | 1.0226 | 0.9713 | 1.103 | 0.8107 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 52.0548 | 45.2055 | 58.9041 | 52.0548 | 45.2055 | 58.9041 |
Ratio Avg Win / Avg Loss | 1.3847 | 2.312 | 0.7134 | 0.8946 | 1.337 | 0.5656 |
Largest Winning Trade | 309177 | 309177 | 36445 | 349513 | 349513 | 180107 |
Largest Losing Trade | -75661 | -59728 | -75661 | -377281 | -377281 | -272622 |
Avg Bars in Trades | 21 | 25 | 16 | 21 | 25 | 16 |
Avg Bars in Winners | 22 | 31 | 16 | 22 | 31 | 16 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 3101 | 1889 | 1212 | 3101 | 1889 | 1212 |
Profit Streak | 63.6852 | 65.1852 | 63.6852 | 63.6852 | 65.1852 | 63.6852 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432368 | -60690 | -617515 | -578404 | -311854 | -650053 |
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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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