Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445438.8048 | 372757.3264 | 72681.4784 | 228009.9807 | -146239.0261 | 374249.0068 |
Total P&L (%) | 445.4388 | 372.7573 | 72.6815 | 228.01 | -146.239 | 374.249 |
Avg Daily Profit (%) | 0.178 | 0.149 | 0.029 | 0.0475 | 0 | 0.0622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155584 | -141916 | -30784 | -1808903 | -1867320 | -119750 |
Profit Factor | 1.7705 | 1.8152 | 1.6015 | 1.0669 | 0.9526 | 2.1531 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 72.973 | 70.9091 | 75 | 72.973 | 70.9091 | 75 |
Ratio Avg Win / Avg Loss | 0.6557 | 0.7447 | 0.5338 | 0.3952 | 0.3908 | 0.7177 |
Largest Winning Trade | 66420 | 66420 | 15377 | 429028 | 429028 | 106914 |
Largest Losing Trade | -73759 | -73759 | -25514 | -1175405 | -1175405 | -119750 |
Avg Bars in Trades | 130 | 258 | 5 | 130 | 258 | 5 |
Avg Bars in Winners | 59 | 120 | 3 | 59 | 120 | 3 |
Avg Bars in Losers | 322 | 595 | 10 | 322 | 595 | 10 |
Bars Traded | 14516 | 14218 | 298 | 14516 | 14218 | 298 |
Profit Streak | 81.6721 | 82.8387 | 81.6721 | 81.6721 | 82.8387 | 81.6721 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467134 | -169918 | -329402 | -273107 | -757161 | -284102 |
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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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