Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551313.2255 | 490923.5137 | 60389.7118 | 10506.4091 | 368287.8889 | -357781.4798 |
Total P&L (%) | 551.3132 | 490.9235 | 60.3897 | 10.5064 | 368.2879 | -357.7815 |
Avg Daily Profit (%) | 0.3458 | 0.3079 | 0.0379 | 0.0063 | 0.0969 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191192 | -161637 | -86828 | -1227537 | -761785 | -566672 |
Profit Factor | 1.6189 | 1.9199 | 1.1691 | 1.0038 | 1.2444 | 0.7148 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 65 | 24 | 41 | 65 | 24 | 41 |
Losing Trades | 84 | 50 | 34 | 84 | 50 | 34 |
Profitability (%) | 43.6242 | 32.4324 | 54.6667 | 43.6242 | 32.4324 | 54.6667 |
Ratio Avg Win / Avg Loss | 2.0921 | 3.9998 | 0.9695 | 1.2972 | 2.5925 | 0.5927 |
Largest Winning Trade | 313559 | 313559 | 43001 | 993274 | 993274 | 188473 |
Largest Losing Trade | -58721 | -29956 | -58721 | -347130 | -142324 | -347130 |
Avg Bars in Trades | 61 | 72 | 51 | 61 | 72 | 51 |
Avg Bars in Winners | 78 | 105 | 62 | 78 | 105 | 62 |
Avg Bars in Losers | 48 | 56 | 37 | 48 | 56 | 37 |
Bars Traded | 9221 | 5350 | 3871 | 9221 | 5350 | 3871 |
Profit Streak | 30.9495 | 0 | 40.2828 | 30.9495 | 0 | 40.2828 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388936 | -59100 | -234652 | -552360 | -134049 | -636305 |
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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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