Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385270.7662 | 68029.1512 | 317241.615 | 991587.9251 | -173815.0151 | 1165402.9402 |
Total P&L (%) | 385.2708 | 68.0292 | 317.2416 | 991.5879 | -173.815 | 1165.4029 |
Avg Daily Profit (%) | 0.2586 | 0.0457 | 0.2129 | 0.1606 | 0 | 0.1705 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144684 | -60544 | -123414 | -1746706 | -841799 | -1197605 |
Profit Factor | 1.9823 | 1.4021 | 2.4223 | 1.2968 | 0.8835 | 1.6303 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 119 | 53 | 66 | 119 | 53 | 66 |
Losing Trades | 28 | 21 | 7 | 28 | 21 | 7 |
Profitability (%) | 80.9524 | 71.6216 | 90.411 | 80.9524 | 71.6216 | 90.411 |
Ratio Avg Win / Avg Loss | 0.4664 | 0.5556 | 0.2569 | 0.3051 | 0.3501 | 0.1729 |
Largest Winning Trade | 26545 | 19637 | 26545 | 269826 | 129076 | 269826 |
Largest Losing Trade | -74127 | -23736 | -74127 | -775759 | -360075 | -775759 |
Avg Bars in Trades | 54 | 19 | 89 | 54 | 19 | 89 |
Avg Bars in Winners | 27 | 9 | 42 | 27 | 9 | 42 |
Avg Bars in Losers | 168 | 46 | 532 | 168 | 46 | 532 |
Bars Traded | 8010 | 1478 | 6532 | 8010 | 1478 | 6532 |
Profit Streak | 180.8776 | 180.8776 | 291.5443 | 180.8776 | 180.8776 | 291.5443 |
Trades During Streak | 8 | 4 | 20 | 8 | 4 | 20 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549047 | -192729 | -55552 | 440610 | -640493 | -57026 |
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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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