Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327446.2991 | 242156.6071 | 85289.692 | 210393.8294 | 205982.8531 | 4410.9763 |
Total P&L (%) | 327.4463 | 242.1566 | 85.2897 | 210.3938 | 205.9829 | 4.411 |
Avg Daily Profit (%) | 0.3144 | 0.2325 | 0.0819 | 0.1088 | 0.1074 | 0.0041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114784 | -83275 | -73661 | -524696 | -436360 | -237111 |
Profit Factor | 1.5373 | 1.9303 | 1.2443 | 1.1145 | 1.2428 | 1.0045 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 71.8121 | 67.5676 | 76 | 71.8121 | 67.5676 | 76 |
Ratio Avg Win / Avg Loss | 0.6034 | 0.9265 | 0.3929 | 0.4375 | 0.5966 | 0.3172 |
Largest Winning Trade | 40545 | 40545 | 20852 | 119921 | 101286 | 119921 |
Largest Losing Trade | -73661 | -48033 | -73661 | -285352 | -285352 | -175158 |
Avg Bars in Trades | 165 | 175 | 155 | 165 | 175 | 155 |
Avg Bars in Winners | 118 | 118 | 118 | 118 | 118 | 118 |
Avg Bars in Losers | 284 | 294 | 270 | 284 | 294 | 270 |
Bars Traded | 24615 | 12984 | 11632 | 24615 | 12984 | 11632 |
Profit Streak | 15.6742 | 15.6742 | 38.4659 | 15.6742 | 15.6742 | 38.4659 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474225 | -52535 | -137432 | -139223 | -112827 | -622222 |
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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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