Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313496.8693 | 313805.186 | -308.3167 | -88895.5736 | 397970.2403 | -486865.8139 |
Total P&L (%) | 313.4969 | 313.8052 | -0.3083 | -88.8956 | 397.9702 | -486.8658 |
Avg Daily Profit (%) | 0.1698 | 0.1699 | -0.0002 | -0.119 | 0.087 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180028 | -142698 | -114060 | -714996 | -333284 | -503525 |
Profit Factor | 1.3045 | 1.6239 | 0.9994 | 0.946 | 1.6062 | 0.5077 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 51.0638 | 43.662 | 58.5714 | 51.0638 | 43.662 | 58.5714 |
Ratio Avg Win / Avg Loss | 1.2501 | 2.0953 | 0.7069 | 0.9066 | 2.0725 | 0.3591 |
Largest Winning Trade | 116724 | 116724 | 42092 | 246319 | 246319 | 58843 |
Largest Losing Trade | -92486 | -58353 | -92486 | -480789 | -191005 | -480789 |
Avg Bars in Trades | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Winners | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Losers | 50 | 50 | 50 | 50 | 50 | 50 |
Bars Traded | 7143 | 3592 | 3551 | 7143 | 3592 | 3551 |
Profit Streak | 58.8618 | 58.8618 | 71.6118 | 58.8618 | 58.8618 | 71.6118 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339840 | -78006 | -672880 | -578812 | -162238 | -672880 |
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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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