Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475441.4059 | 451857.7207 | 23583.6852 | 17043.1332 | 172704.4443 | -155661.3111 |
Total P&L (%) | 475.4414 | 451.8577 | 23.5837 | 17.0431 | 172.7044 | -155.6613 |
Avg Daily Profit (%) | 0.2481 | 0.2358 | 0.0123 | 0.0082 | 0.0524 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157488 | -128514 | -140050 | -253034 | -193420 | -272742 |
Profit Factor | 1.5402 | 1.9176 | 1.0608 | 1.0174 | 1.3402 | 0.6706 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 58.8652 | 54.2857 | 63.3803 | 58.8652 | 54.2857 | 63.3803 |
Ratio Avg Win / Avg Loss | 1.0763 | 1.6148 | 0.6129 | 0.7109 | 1.1286 | 0.3875 |
Largest Winning Trade | 173816 | 173816 | 33858 | 152618 | 152618 | 40701 |
Largest Losing Trade | -65962 | -65962 | -45611 | -127115 | -127115 | -72444 |
Avg Bars in Trades | 77 | 119 | 36 | 77 | 119 | 36 |
Avg Bars in Winners | 46 | 62 | 32 | 46 | 62 | 32 |
Avg Bars in Losers | 121 | 186 | 41 | 121 | 186 | 41 |
Bars Traded | 10909 | 8351 | 2558 | 10909 | 8351 | 2558 |
Profit Streak | 78.9381 | 79.4381 | 78.9381 | 78.9381 | 79.4381 | 78.9381 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450813 | -81093 | -420150 | -390845 | -215318 | -664760 |
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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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