Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297021.2853 | 252509.3348 | 44511.9505 | 186856.2082 | 522547.6064 | -335691.3982 |
Total P&L (%) | 297.0213 | 252.5093 | 44.512 | 186.8562 | 522.5476 | -335.6914 |
Avg Daily Profit (%) | 0.21 | 0.1785 | 0.0315 | 0.0745 | 0.1294 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104385 | -63040 | -69026 | -693680 | -255922 | -616252 |
Profit Factor | 1.6155 | 1.8215 | 1.2541 | 1.083 | 1.4304 | 0.6768 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 79.2593 | 77.6119 | 80.8824 | 79.2593 | 77.6119 | 80.8824 |
Ratio Avg Win / Avg Loss | 0.4228 | 0.5254 | 0.2964 | 0.2834 | 0.4126 | 0.16 |
Largest Winning Trade | 35631 | 35631 | 11029 | 180856 | 180856 | 66743 |
Largest Losing Trade | -63971 | -63040 | -63971 | -530140 | -247978 | -530140 |
Avg Bars in Trades | 109 | 203 | 17 | 109 | 203 | 17 |
Avg Bars in Winners | 42 | 76 | 9 | 42 | 76 | 9 |
Avg Bars in Losers | 367 | 641 | 51 | 367 | 641 | 51 |
Bars Traded | 14832 | 13620 | 1212 | 14832 | 13620 | 1212 |
Profit Streak | 65.6984 | 77.4484 | 65.6984 | 65.6984 | 77.4484 | 65.6984 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502629 | -103567 | -258074 | -218401 | -132364 | -684321 |
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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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