Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438296.929 | 353679.2291 | 84617.6999 | 328450.2491 | 302420.3713 | 26029.8778 |
Total P&L (%) | 438.2969 | 353.6792 | 84.6177 | 328.4502 | 302.4204 | 26.0299 |
Avg Daily Profit (%) | 0.1987 | 0.1604 | 0.0384 | 0.066 | 0.0631 | 0.0105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133657 | -101573 | -78096 | -1649520 | -1328267 | -1048246 |
Profit Factor | 1.5405 | 1.8082 | 1.2266 | 1.0501 | 1.08 | 1.0094 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 54.5455 | 54.1667 | 54.9296 | 54.5455 | 54.1667 | 54.9296 |
Ratio Avg Win / Avg Loss | 1.2837 | 1.53 | 1.0065 | 0.8751 | 0.9138 | 0.8282 |
Largest Winning Trade | 113174 | 113174 | 51845 | 788443 | 788443 | 441790 |
Largest Losing Trade | -61635 | -45794 | -61635 | -804797 | -506772 | -804797 |
Avg Bars in Trades | 90 | 70 | 110 | 90 | 70 | 110 |
Avg Bars in Winners | 96 | 68 | 124 | 96 | 68 | 124 |
Avg Bars in Losers | 82 | 73 | 92 | 82 | 73 | 92 |
Bars Traded | 12934 | 5106 | 7828 | 12934 | 5106 | 7828 |
Profit Streak | 67.0462 | 67.0462 | 74.2129 | 67.0462 | 67.0462 | 74.2129 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399653 | -67369 | -227502 | -270007 | -320889 | -479664 |
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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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