Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391957.1295 | 244562.8918 | 147394.2376 | 249367.4249 | -633606.9632 | 882974.3881 |
Total P&L (%) | 391.9571 | 244.5629 | 147.3942 | 249.3674 | -633.607 | 882.9744 |
Avg Daily Profit (%) | 0.2055 | 0.1282 | 0.0773 | 0.0656 | 0 | 0.1199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182937 | -146018 | -50927 | -3391050 | -2794969 | -841227 |
Profit Factor | 1.5213 | 1.4384 | 1.7594 | 1.0287 | 0.907 | 1.471 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 219 | 116 | 103 | 219 | 116 | 103 |
Losing Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Profitability (%) | 80.5147 | 85.2941 | 75.7353 | 80.5147 | 85.2941 | 75.7353 |
Ratio Avg Win / Avg Loss | 0.3682 | 0.248 | 0.5637 | 0.249 | 0.1564 | 0.4713 |
Largest Winning Trade | 22546 | 22546 | 15041 | 525028 | 525028 | 186658 |
Largest Losing Trade | -71924 | -71924 | -45460 | -1440792 | -1440792 | -824133 |
Avg Bars in Trades | 27 | 49 | 5 | 27 | 49 | 5 |
Avg Bars in Winners | 10 | 16 | 3 | 10 | 16 | 3 |
Avg Bars in Losers | 100 | 243 | 13 | 100 | 243 | 13 |
Bars Traded | 7523 | 6752 | 771 | 7523 | 6752 | 771 |
Profit Streak | 45.9247 | 45.9247 | 136.1747 | 45.9247 | 45.9247 | 136.1747 |
Trades During Streak | 6 | 3 | 9 | 6 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527380 | -16643 | -83950 | -288727 | -574871 | -27798 |
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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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