Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272164.265 | 72607.2232 | 199557.0417 | -9365.8721 | -548409.8151 | 539043.9431 |
Total P&L (%) | 272.1643 | 72.6072 | 199.557 | -9.3659 | -548.4098 | 539.0439 |
Avg Daily Profit (%) | 0.1645 | 0.0439 | 0.1206 | -0.0059 | 0 | 0.1122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231487 | -211590 | -141549 | -974117 | -1055064 | -544637 |
Profit Factor | 1.3795 | 1.1635 | 1.731 | 0.9963 | 0.671 | 1.6215 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 87 | 36 | 51 | 87 | 36 | 51 |
Losing Trades | 57 | 36 | 21 | 57 | 36 | 21 |
Profitability (%) | 60.4167 | 50 | 70.8333 | 60.4167 | 50 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.9038 | 1.1635 | 0.7128 | 0.6528 | 0.671 | 0.6677 |
Largest Winning Trade | 138457 | 138457 | 32907 | 205427 | 185077 | 205427 |
Largest Losing Trade | -62154 | -53624 | -62154 | -421835 | -421835 | -411290 |
Avg Bars in Trades | 135 | 160 | 111 | 135 | 160 | 111 |
Avg Bars in Winners | 89 | 89 | 89 | 89 | 89 | 89 |
Avg Bars in Losers | 206 | 230 | 166 | 206 | 230 | 166 |
Bars Traded | 19583 | 11527 | 8056 | 19583 | 11527 | 8056 |
Profit Streak | 39.8288 | 39.8288 | 44.2455 | 39.8288 | 39.8288 | 44.2455 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343762 | -253034 | -106379 | -577449 | -658808 | -117437 |
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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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