Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267954.8928 | 16316.3613 | 251638.5315 | 308441.048 | -252682.3402 | 561123.3882 |
Total P&L (%) | 267.9549 | 16.3164 | 251.6385 | 308.441 | -252.6823 | 561.1234 |
Avg Daily Profit (%) | 0.1797 | 0.0109 | 0.1688 | 0.0944 | 0 | 0.1268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128615 | -72887 | -85466 | -717799 | -499512 | -316857 |
Profit Factor | 1.691 | 1.0901 | 2.2175 | 1.2174 | 0.677 | 1.8822 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 127 | 59 | 68 | 127 | 59 | 68 |
Losing Trades | 24 | 17 | 7 | 24 | 17 | 7 |
Profitability (%) | 84.106 | 77.6316 | 90.6667 | 84.106 | 77.6316 | 90.6667 |
Ratio Avg Win / Avg Loss | 0.3196 | 0.3141 | 0.2283 | 0.2301 | 0.1951 | 0.1938 |
Largest Winning Trade | 26545 | 15249 | 26545 | 100579 | 96480 | 100579 |
Largest Losing Trade | -68992 | -39428 | -68992 | -327161 | -327161 | -249102 |
Avg Bars in Trades | 26 | 11 | 41 | 26 | 11 | 41 |
Avg Bars in Winners | 11 | 4 | 18 | 11 | 4 | 18 |
Avg Bars in Losers | 101 | 35 | 262 | 101 | 35 | 262 |
Bars Traded | 3947 | 871 | 3076 | 3947 | 871 | 3076 |
Profit Streak | 155.3397 | 208.673 | 155.3397 | 155.3397 | 208.673 | 155.3397 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543386 | -354505 | -41546 | -61776 | -624638 | -72926 |
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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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