Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229079.1383 | -5411.7299 | 234490.8681 | -25418.1318 | -261494.4029 | 236076.2711 |
Total P&L (%) | 229.0791 | -5.4117 | 234.4909 | -25.4181 | -261.4944 | 236.0763 |
Avg Daily Profit (%) | 0.149 | -0.0035 | 0.1525 | -0.0191 | 0 | 0.0789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211337 | -144721 | -132777 | -907326 | -391195 | -716678 |
Profit Factor | 1.3173 | 0.9875 | 1.8065 | 0.9906 | 0.8126 | 1.1811 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 101 | 43 | 58 | 101 | 43 | 58 |
Losing Trades | 44 | 30 | 14 | 44 | 30 | 14 |
Profitability (%) | 69.6552 | 58.9041 | 80.5556 | 69.6552 | 58.9041 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.5739 | 0.6889 | 0.4361 | 0.4315 | 0.5669 | 0.2851 |
Largest Winning Trade | 31316 | 31316 | 25802 | 136711 | 136711 | 111028 |
Largest Losing Trade | -77348 | -56704 | -77348 | -301098 | -250277 | -301098 |
Avg Bars in Trades | 122 | 143 | 102 | 122 | 143 | 102 |
Avg Bars in Winners | 71 | 78 | 65 | 71 | 78 | 65 |
Avg Bars in Losers | 242 | 236 | 254 | 242 | 236 | 254 |
Bars Traded | 17834 | 10459 | 7375 | 17834 | 10459 | 7375 |
Profit Streak | 44.7252 | 44.7252 | 74.3086 | 44.7252 | 44.7252 | 74.3086 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319648 | -649884 | -65901 | -576275 | -649884 | -184354 |
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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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