Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619084.6901 | 506244.8442 | 112839.8459 | -1903210.3804 | 4109643.074 | -6012853.4544 |
Total P&L (%) | 619.0847 | 506.2448 | 112.8398 | -1903.2104 | 4109.6431 | -6012.8535 |
Avg Daily Profit (%) | 0.3188 | 0.2607 | 0.0581 | 0 | 0.1928 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229173 | -146765 | -151804 | -6359584 | -1601458 | -7094707 |
Profit Factor | 1.7076 | 2.2308 | 1.2434 | 0.865 | 1.9948 | 0.3965 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 77 | 36 | 41 | 76 | 43 | 33 |
Losing Trades | 69 | 37 | 32 | 70 | 30 | 40 |
Profitability (%) | 52.7397 | 49.3151 | 56.1644 | 52.0548 | 58.9041 | 45.2055 |
Ratio Avg Win / Avg Loss | 1.5302 | 2.2927 | 0.9705 | 0.7967 | 1.3917 | 0.4806 |
Largest Winning Trade | 193568 | 193568 | 48400 | 1922704 | 1922704 | 1648697 |
Largest Losing Trade | -151132 | -30629 | -151132 | -4407024 | -778158 | -4407024 |
Avg Bars in Trades | 38 | 41 | 34 | 38 | 41 | 34 |
Avg Bars in Winners | 39 | 38 | 39 | 38 | 45 | 29 |
Avg Bars in Losers | 36 | 44 | 27 | 37 | 36 | 38 |
Bars Traded | 5557 | 3037 | 2520 | 5557 | 3037 | 2520 |
Profit Streak | 156.9132 | 167.9132 | 156.9132 | 0 | 0 | 0 |
Trades During Streak | 11 | 6 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526139 | -57982 | -186717 | -580125 | -59870 | -654600 |
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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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