Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540851.0597 | 467314.2046 | 73536.8551 | 284086.735 | -176843.5159 | 460930.2509 |
Total P&L (%) | 540.8511 | 467.3142 | 73.5369 | 284.0867 | -176.8435 | 460.9303 |
Avg Daily Profit (%) | 0.2164 | 0.187 | 0.0294 | 0.0539 | 0 | 0.069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156183 | -128353 | -62773 | -1035028 | -790883 | -324371 |
Profit Factor | 1.715 | 2.1451 | 1.2111 | 1.0809 | 0.9135 | 1.3146 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 47.5524 | 46.4789 | 48.6111 | 47.5524 | 46.4789 | 48.6111 |
Ratio Avg Win / Avg Loss | 1.8916 | 2.4701 | 1.2803 | 1.1922 | 1.0519 | 1.3897 |
Largest Winning Trade | 335805 | 335805 | 50840 | 406606 | 406606 | 206994 |
Largest Losing Trade | -42079 | -42079 | -41182 | -222196 | -222196 | -217934 |
Avg Bars in Trades | 102 | 140 | 64 | 102 | 140 | 64 |
Avg Bars in Winners | 129 | 194 | 68 | 129 | 194 | 68 |
Avg Bars in Losers | 77 | 93 | 60 | 77 | 93 | 60 |
Bars Traded | 14603 | 9944 | 4659 | 14603 | 9944 | 4659 |
Profit Streak | 20.7072 | 0 | 48.3739 | 20.7072 | 0 | 48.3739 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410683 | -76737 | -233468 | -252515 | -667438 | -180038 |
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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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