Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397242.947 | 243840.8639 | 153402.0831 | 526786.2162 | 364525.1957 | 162261.0205 |
Total P&L (%) | 397.2429 | 243.8409 | 153.4021 | 526.7862 | 364.5252 | 162.261 |
Avg Daily Profit (%) | 0.2361 | 0.1449 | 0.0912 | 0.1091 | 0.0913 | 0.0573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141807 | -72114 | -80080 | -2227396 | -1114717 | -1162706 |
Profit Factor | 1.6427 | 1.7488 | 1.5245 | 1.0968 | 1.1319 | 1.0605 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
Losing Trades | 81 | 48 | 33 | 81 | 48 | 33 |
Profitability (%) | 43.75 | 33.3333 | 54.1667 | 43.75 | 33.3333 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.112 | 3.4976 | 1.29 | 1.4101 | 2.2638 | 0.8974 |
Largest Winning Trade | 101277 | 101277 | 51816 | 979917 | 979917 | 584665 |
Largest Losing Trade | -39820 | -39820 | -26088 | -569458 | -332398 | -569458 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 47 | 50 | 46 | 47 | 50 | 46 |
Avg Bars in Losers | 23 | 21 | 26 | 23 | 21 | 26 |
Bars Traded | 4945 | 2256 | 2689 | 4945 | 2256 | 2689 |
Profit Streak | 30.8711 | 0 | 48.8711 | 30.8711 | 0 | 48.8711 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343109 | -82213 | -147446 | -162473 | -231311 | -349648 |
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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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