Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361091.1559 | 257505.3701 | 103585.7858 | -22522.0553 | 27710.263 | -50232.3183 |
Total P&L (%) | 361.0912 | 257.5054 | 103.5858 | -22.5221 | 27.7103 | -50.2323 |
Avg Daily Profit (%) | 0.265 | 0.189 | 0.076 | -0.0187 | 0.018 | -0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174795 | -96005 | -133889 | -287547 | -151678 | -301605 |
Profit Factor | 1.4942 | 1.6755 | 1.2964 | 0.9741 | 1.0673 | 0.8905 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 66 | 26 | 40 | 66 | 26 | 40 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 45.5172 | 36.1111 | 54.7945 | 45.5172 | 36.1111 | 54.7945 |
Ratio Avg Win / Avg Loss | 1.7885 | 2.9643 | 1.0696 | 1.166 | 1.8882 | 0.7347 |
Largest Winning Trade | 156353 | 156353 | 41576 | 143099 | 143099 | 63136 |
Largest Losing Trade | -91153 | -30065 | -91153 | -201763 | -62081 | -201763 |
Avg Bars in Trades | 54 | 51 | 58 | 54 | 51 | 58 |
Avg Bars in Winners | 79 | 78 | 79 | 79 | 78 | 79 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 7965 | 3684 | 4281 | 7965 | 3684 | 4281 |
Profit Streak | 31.1538 | 31.1538 | 35.8205 | 31.1538 | 31.1538 | 35.8205 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383700 | -73618 | -161444 | -579011 | -401942 | -650845 |
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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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