Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501444.339 | 379184.5123 | 122259.8266 | 319788.2456 | 185084.239 | 134704.0065 |
Total P&L (%) | 501.4443 | 379.1845 | 122.2598 | 319.7882 | 185.0842 | 134.704 |
Avg Daily Profit (%) | 0.261 | 0.1973 | 0.0636 | 0.0747 | 0.0545 | 0.0444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103745 | -71480 | -83568 | -931668 | -648574 | -426297 |
Profit Factor | 1.6327 | 1.9704 | 1.3043 | 1.0902 | 1.1021 | 1.0778 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 38.0952 | 36.4865 | 39.726 | 38.0952 | 36.4865 | 39.726 |
Ratio Avg Win / Avg Loss | 2.6531 | 3.4299 | 1.9789 | 1.7716 | 1.9185 | 1.6352 |
Largest Winning Trade | 227929 | 227929 | 48581 | 608326 | 608326 | 245819 |
Largest Losing Trade | -39366 | -21660 | -39366 | -283008 | -199424 | -283008 |
Avg Bars in Trades | 152 | 135 | 169 | 152 | 135 | 169 |
Avg Bars in Winners | 253 | 225 | 279 | 253 | 225 | 279 |
Avg Bars in Losers | 90 | 84 | 97 | 90 | 84 | 97 |
Bars Traded | 22442 | 10051 | 12391 | 22442 | 10051 | 12391 |
Profit Streak | 42.5353 | 42.5353 | 51.202 | 42.5353 | 42.5353 | 51.202 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302276 | -57820 | -182141 | -216679 | -296375 | -342871 |
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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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