Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412199.4767 | 335895.7652 | 76303.7115 | 58855.6631 | -371845.6658 | 430701.3288 |
Total P&L (%) | 412.1995 | 335.8958 | 76.3037 | 58.8557 | -371.8457 | 430.7013 |
Avg Daily Profit (%) | 0.2153 | 0.1754 | 0.0399 | 0.0242 | 0 | 0.0872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151716 | -136325 | -37069 | -1600303 | -1822912 | -192802 |
Profit Factor | 1.5243 | 1.5211 | 1.5391 | 1.0115 | 0.9154 | 1.6025 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 58.8235 | 53.9474 | 63.6364 | 58.8235 | 53.9474 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.067 | 1.2985 | 0.8795 | 0.7081 | 0.7814 | 0.9157 |
Largest Winning Trade | 79579 | 79579 | 15271 | 562993 | 562993 | 180720 |
Largest Losing Trade | -64661 | -64661 | -12892 | -841755 | -841755 | -76341 |
Avg Bars in Trades | 49 | 95 | 4 | 49 | 95 | 4 |
Avg Bars in Winners | 29 | 59 | 4 | 29 | 59 | 4 |
Avg Bars in Losers | 78 | 138 | 3 | 78 | 138 | 3 |
Bars Traded | 7614 | 7274 | 340 | 7614 | 7274 | 340 |
Profit Streak | 2.2301 | 0 | 4.2301 | 2.2301 | 0 | 4.2301 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334349 | -40100 | -179427 | -370750 | -629724 | -115903 |
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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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