Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368210.8211 | 231306.1414 | 136904.6797 | 86074.5838 | -116082.3016 | 202156.8854 |
Total P&L (%) | 368.2108 | 231.3061 | 136.9047 | 86.0746 | -116.0823 | 202.1569 |
Avg Daily Profit (%) | 0.1928 | 0.1211 | 0.0717 | 0.0325 | 0 | 0.0579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128748 | -105019 | -80516 | -850216 | -752586 | -364828 |
Profit Factor | 1.5692 | 1.5374 | 1.6323 | 1.0282 | 0.9452 | 1.2161 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 80 | 80.8824 | 79.1045 | 80 | 80.8824 | 79.1045 |
Ratio Avg Win / Avg Loss | 0.3923 | 0.3634 | 0.4312 | 0.257 | 0.2234 | 0.3212 |
Largest Winning Trade | 31863 | 31863 | 16407 | 173234 | 173234 | 82457 |
Largest Losing Trade | -72352 | -72352 | -66512 | -621058 | -621058 | -290738 |
Avg Bars in Trades | 82 | 142 | 22 | 82 | 142 | 22 |
Avg Bars in Winners | 30 | 47 | 11 | 30 | 47 | 11 |
Avg Bars in Losers | 293 | 543 | 61 | 293 | 543 | 61 |
Bars Traded | 11161 | 9685 | 1476 | 11161 | 9685 | 1476 |
Profit Streak | 69.7405 | 81.0738 | 69.7405 | 69.7405 | 81.0738 | 69.7405 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490628 | -135157 | -208550 | -334616 | -684524 | -229321 |
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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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