Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474628.9891 | 359032.5093 | 115596.4798 | 97425.2011 | 459849.68 | -362424.4789 |
Total P&L (%) | 474.629 | 359.0325 | 115.5965 | 97.4252 | 459.8497 | -362.4245 |
Avg Daily Profit (%) | 0.2496 | 0.1888 | 0.0608 | 0.0358 | 0.0906 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216588 | -198988 | -125513 | -1329532 | -630619 | -945177 |
Profit Factor | 1.4629 | 1.5959 | 1.2734 | 1.0302 | 1.2872 | 0.7767 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 42.4837 | 35.5263 | 49.3506 | 42.4837 | 35.5263 | 49.3506 |
Ratio Avg Win / Avg Loss | 1.9805 | 2.8962 | 1.3069 | 1.3948 | 2.3361 | 0.7972 |
Largest Winning Trade | 202778 | 202778 | 39032 | 465408 | 465408 | 373828 |
Largest Losing Trade | -42393 | -34447 | -42393 | -465919 | -250723 | -465919 |
Avg Bars in Trades | 71 | 82 | 61 | 71 | 82 | 61 |
Avg Bars in Winners | 100 | 127 | 82 | 100 | 127 | 82 |
Avg Bars in Losers | 50 | 58 | 41 | 50 | 58 | 41 |
Bars Traded | 11015 | 6293 | 4722 | 11015 | 6293 | 4722 |
Profit Streak | 485.6561 | 0 | 599.3228 | 485.6561 | 0 | 599.3228 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313153 | -44558 | -152698 | -333924 | -125929 | -621655 |
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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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