Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304174.6049 | 144420.3221 | 159754.2828 | 518771.5359 | -356935.6067 | 875707.1426 |
Total P&L (%) | 304.1746 | 144.4203 | 159.7543 | 518.7715 | -356.9356 | 875.7071 |
Avg Daily Profit (%) | 0.1625 | 0.0772 | 0.0854 | 0.0974 | 0 | 0.1218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89031 | -96609 | -59971 | -1094967 | -1205404 | -343369 |
Profit Factor | 1.793 | 1.5587 | 2.2773 | 1.1845 | 0.835 | 2.349 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 84.5638 | 85.1351 | 84 | 84.5638 | 85.1351 | 84 |
Ratio Avg Win / Avg Loss | 0.3273 | 0.2722 | 0.4338 | 0.2162 | 0.1458 | 0.4474 |
Largest Winning Trade | 32711 | 32711 | 14373 | 135157 | 135157 | 133515 |
Largest Losing Trade | -59589 | -59589 | -41287 | -763562 | -763562 | -291512 |
Avg Bars in Trades | 23 | 35 | 11 | 23 | 35 | 11 |
Avg Bars in Winners | 8 | 11 | 6 | 8 | 11 | 6 |
Avg Bars in Losers | 103 | 175 | 38 | 103 | 175 | 38 |
Bars Traded | 3523 | 2653 | 871 | 3523 | 2653 | 871 |
Profit Streak | 65.893 | 79.893 | 65.893 | 65.893 | 79.893 | 65.893 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536203 | -148201 | -128011 | -74777 | -639062 | -78880 |
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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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