Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368502.402 | 326540.0164 | 41962.3856 | -31832.9219 | 588810.1984 | -620643.1203 |
Total P&L (%) | 368.5024 | 326.54 | 41.9624 | -31.8329 | 588.8102 | -620.6431 |
Avg Daily Profit (%) | 0.2278 | 0.2018 | 0.0259 | -0.0237 | 0.1193 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244784 | -168051 | -175023 | -1590680 | -589367 | -1242798 |
Profit Factor | 1.3996 | 1.6869 | 1.0939 | 0.99 | 1.4633 | 0.6769 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 44.4444 | 43.2836 | 45.5882 | 44.4444 | 43.2836 | 45.5882 |
Ratio Avg Win / Avg Loss | 1.7495 | 2.2104 | 1.3056 | 1.2375 | 1.9174 | 0.808 |
Largest Winning Trade | 189877 | 189877 | 50202 | 423017 | 385631 | 423017 |
Largest Losing Trade | -63433 | -49425 | -63433 | -648686 | -589367 | -648686 |
Avg Bars in Trades | 140 | 164 | 116 | 140 | 164 | 116 |
Avg Bars in Winners | 187 | 219 | 156 | 187 | 219 | 156 |
Avg Bars in Losers | 102 | 123 | 81 | 102 | 123 | 81 |
Bars Traded | 18940 | 11048 | 7893 | 18940 | 11048 | 7893 |
Profit Streak | 532.7591 | 532.7591 | 608.3424 | 532.7591 | 532.7591 | 608.3424 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330984 | -108153 | -387339 | -579579 | -150060 | -690618 |
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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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