Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230223.262 | 28816.1185 | 201407.1435 | -698.0125 | -463139.0747 | 462441.0622 |
Total P&L (%) | 230.2233 | 28.8161 | 201.4071 | -0.698 | -463.1391 | 462.4411 |
Avg Daily Profit (%) | 0.151 | 0.0189 | 0.1321 | -0.0005 | 0 | 0.1134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208544 | -184646 | -126034 | -729308 | -735410 | -183215 |
Profit Factor | 1.2108 | 1.0442 | 1.4573 | 0.9997 | 0.7119 | 1.6018 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 167 | 80 | 87 | 167 | 80 | 87 |
Losing Trades | 122 | 64 | 58 | 122 | 64 | 58 |
Profitability (%) | 57.7855 | 55.5556 | 60 | 57.7855 | 55.5556 | 60 |
Ratio Avg Win / Avg Loss | 0.8845 | 0.8354 | 0.9715 | 0.7303 | 0.5696 | 1.0679 |
Largest Winning Trade | 78457 | 78457 | 32382 | 100861 | 85754 | 100861 |
Largest Losing Trade | -53323 | -53323 | -36897 | -399583 | -399583 | -78828 |
Avg Bars in Trades | 30 | 35 | 26 | 30 | 35 | 26 |
Avg Bars in Winners | 24 | 25 | 24 | 24 | 25 | 24 |
Avg Bars in Losers | 39 | 48 | 29 | 39 | 48 | 29 |
Bars Traded | 8958 | 5132 | 3826 | 8958 | 5132 | 3826 |
Profit Streak | 6.6553 | 22.6553 | 6.6553 | 6.6553 | 22.6553 | 6.6553 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315286 | -342374 | -15146 | -577094 | -578764 | -37621 |
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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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