Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368912.0162 | 341538.9752 | 27373.0409 | 3076.962 | 230997.4224 | -227920.4604 |
Total P&L (%) | 368.912 | 341.539 | 27.373 | 3.077 | 230.9974 | -227.9205 |
Avg Daily Profit (%) | 0.1575 | 0.1459 | 0.0117 | 0.0013 | 0.0511 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222662 | -153010 | -115362 | -1593621 | -1171453 | -1014420 |
Profit Factor | 1.3792 | 1.7831 | 1.051 | 1.0006 | 1.0942 | 0.9179 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 58.8235 | 60.2941 | 57.3529 | 58.8235 | 60.2941 | 57.3529 |
Ratio Avg Win / Avg Loss | 0.9655 | 1.1742 | 0.7815 | 0.7004 | 0.7206 | 0.6825 |
Largest Winning Trade | 85757 | 85757 | 29307 | 340964 | 321513 | 340964 |
Largest Losing Trade | -60188 | -60188 | -53575 | -957205 | -957205 | -596618 |
Avg Bars in Trades | 50 | 57 | 42 | 50 | 57 | 42 |
Avg Bars in Winners | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Losers | 54 | 72 | 36 | 54 | 72 | 36 |
Bars Traded | 6824 | 3936 | 2888 | 6824 | 3936 | 2888 |
Profit Streak | 191.5035 | 191.5035 | 306.8368 | 191.5035 | 191.5035 | 306.8368 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326714 | -102936 | -453510 | -575488 | -350040 | -687637 |
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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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